activity
20032026
most citedAsymptotic behavior of unstable INAR(p) processes

45 citations · 152 across the 64 of their papers we have counts for

collaborators
Showing 2017 · math.STShow all

1 paper · 2 filters

math.ST2017

Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations

Matyas Barczy, Mohamed Ben Alaya, Ahmed Kebaier +1

We consider a stable Cox--Ingersoll--Ross process driven by a standard Wiener process and a spectrally positive strictly stable Lévy process, and we study asymptotic properties of…