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Jump to: 1 April 2018 Number of items: 1. 1 April 2018Barczy, Mátyás and Ben Alaya, Mohamed and Kebaier, Ahmed and Pap, Gyula (2018) Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations. Stochastic Processes and their Applications, 128 (4). pp. 1135-1164. |