Optimal guaranteed sequential estimation for mean-reverting CEV diffusions

Sticky-threshold diffusions, local time approximation and parameter estimation
Alexis Anagnostakis, Sara Mazzonetto
HAL2 Sep 2026PreprintCC BY 4.0Full textProbability StatisticsHAL
Approximate maximum likelihood estimation for partially observed fractional diffusions from discrete observations
Thi Hien Nguyen, Kim Duc Tran
Statistics & Probability Letters19 Oct 2026Peer-reviewedCC BYFull textStatisticsHAL
Elasticity estimation via the CKLS--CIR transform for small-noise CEV-type diffusions
Boyuan Ning, Yasutaka Shimizu
arXiv5 Oct 2026PreprintCC BY 4.0Full textStatisticsarXiv
Bridge change-of-measure for propagator estimation of diffusions
Javier Aguilar, Riccardo Gatto
arXiv21 Oct 2026PreprintCC BY-NC-ND 4.0Full textProbability StatisticsarXiv
Optimal Control of Scalar Diffusions with Finite Action Sets
Linyu Miao
arXiv27 Oct 2026PreprintarXiv licenceFull textOptimisation & controlarXiv

Cite

BibTeX

@misc{bui2026optimal,
  title = {{Optimal guaranteed sequential estimation for mean-reverting CEV diffusions}},
  author = {Duc Quang Bui and Thi-Bao-Trâm Ngô and Ngoc Khue Tran},
  howpublished = {HAL},
  year = {2026},
  month = sep,
  url = {https://hal.science/hal-05766745v1},
}

RIS

TY  - UNPB
TI  - Optimal guaranteed sequential estimation for mean-reverting CEV diffusions
AU  - Duc Quang Bui
AU  - Thi-Bao-Trâm Ngô
AU  - Ngoc Khue Tran
PY  - 2026
DA  - 2026/09/28
PB  - HAL
UR  - https://hal.science/hal-05766745v1
ER  -

Related

Cite