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Parameter Estimation for Constantinides-Ingersoll Model from Discrete Observations

WEI Chao SHU Hui-sheng

东华大学学报（英文版）2016，Vol.33Issue(2)：183-187,5.

WEI Chao ¹SHU Hui-sheng²

作者信息

1. School of Information Science and Technology, Donghua University, Shanghai 201620, China
2. School of Science, Donghua University, Shanghai 201620, China
折叠

diffusion process/maximum likelihood estimation (MLE)/discrete observation/consistency/asymptotic normality/hypothesis testing

diffusion process/maximum likelihood estimation (MLE)/discrete observation/consistency/asymptotic normality/hypothesis testing

数理科学

WEI Chao,SHU Hui-sheng..Parameter Estimation for Constantinides-Ingersoll Model from Discrete Observations[J].东华大学学报（英文版）,2016,33(2):183-187,5.

National Nature Science Foundation of China (No.60974030) （No.60974030）

the Chinese Universities Scientific Fund (No.CUSF-DH-D-2014059) （No.CUSF-DH-D-2014059）

ISSN：1672-5220

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