Estimation of the elasticity for CKLS model from high-frequency observations

Documenti analoghi

• M-estimation for Gaussian processes with time-inhomogeneous drifts from high-frequency data
  di: Shimizu, Yasutaka
  Pubblicazione: (2025)
• From CKLS Process to CIR-type and OU-type Processes: Using a Twice-differentiable Mapping and Generalized Girsanov's Theorem
  di: Ning, Boyuan, et al.
  Pubblicazione: (2025)
• Asymptotic Separability of Diffusion and Jump Components in High-Frequency CIR and CKLS Models
  di: Barick, Sourojyoti
  Pubblicazione: (2026)
• Quasi-likelihood inference for SDE with mixed-effects observed at high frequency
  di: Delattre, Maud, et al.
  Pubblicazione: (2025)
• Deep learning of point processes for modeling high-frequency data
  di: Gyotoku, Yoshihiro, et al.
  Pubblicazione: (2025)