Geodesic
Sharp large deviations for the drift parameter of the explosive Cox–Ingersoll–Ross process
Teoriâ veroâtnostej i ee primeneniâ, Tome 65 (2020) no. 3, pp. 583-601 Cet article a éte moissonné depuis la source Math-Net.Ru

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We consider an explosive Cox–Ingersoll–Ross process. We establish a sharp large deviation principle for the maximum likelihood estimator of its drift parameter.
Keywords: CIR process, parameters estimation, large deviations, maximum likelihood estimator. 
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     author = {M. du Roy de Chaumaray},
     title = {Sharp large deviations for the drift parameter of the explosive {Cox{\textendash}Ingersoll{\textendash}Ross} process},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
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M. du Roy de Chaumaray. Sharp large deviations for the drift parameter of the explosive Cox–Ingersoll–Ross process. Teoriâ veroâtnostej i ee primeneniâ, Tome 65 (2020) no. 3, pp. 583-601. http://geodesic.mathdoc.fr/item/TVP_2020_65_3_a6/

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