English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools annual

Global: Zendy Free Plan

Global: Zendy Tools monthly

Global: Zendy Plus monthly

This paper is concerned with the parameter estimation problem for generalized Ait-Sahalia-type interest rate model based on discrete observation. The parameter estimators are obtained by applying the approximate maximum likelihood estimation, ergodic theorem and properties of quadratic variation. The strong consistency property of parameter estimators is proved by using the law of large numbers for martingales and properties of quadratic covariation. Computer simulations are performed to illustrate our theory.

Parameter estimation for generalized Ait-Sahalia-type interest rate model