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Communications in Statistics - Theory and Methods Volume 53, 2024 - Issue 13
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Research Articles

Rate of convergence of discretized drift parameters estimators in the Cox–Ingersoll–Ross model

Oksana ChernovaFaculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv, Kyiv, UkraineView further author information
,
Olena DehtiarFaculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv, Kyiv, UkraineView further author information
,
Yuliya MishuraFaculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv, Kyiv, UkraineView further author information
&
Kostiantyn RalchenkoFaculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv, Kyiv, UkraineCorrespondence[email protected]
View further author information
Pages 4857-4879 | Received 08 Jun 2022, Accepted 22 Mar 2023, Published online: 13 Apr 2023

References

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