Media type: E-Article Title: Fast maximum likelihood estimation of parameters for square root and Bessel processes Contributor: Fergusson, Kevin [Author] Published: 2021 Published in: Studies in nonlinear dynamics and econometrics ; 25(2021), 4 vom: Sept., Seite 143-170 Language: English DOI: 10.1515/snde-2019-0079 Identifier: Keywords: Bessel process ; Cox-Ingersoll-Ross model ; maximum likelihood estimation ; squared Bessel process ; Aufsatz in Zeitschrift Origination: Footnote: Access State: Open Access