***

AVVISO di SEMINARIO

Prof.ssa Yuliya Mishura Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv (Ukraine)

TITLE: Cox-Ingersoll-Ross processes, their properties and statistical estimation.

Abstract: We consider CIR processes driving by standard Wiener processes and study their properties depending on the number of degrees of freedom. Statistical parameter estimation is discussed.

Il seminario si terrà il giorno 15 Febbraio 2023 ore 11:30 nella Aula G del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli.

Link to Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOGb...

***