BEGIN:VCALENDAR VERSION:2.0 PRODID:researchseminars.org CALSCALE:GREGORIAN X-WR-CALNAME:researchseminars.org BEGIN:VEVENT SUMMARY:Dr. Sc. (Phys. & Math.)\, Associate Prof. Kostiantyn Ralchenko (Ta ras Shevchenko National University of Kyiv and EPFL\, Lausanne\, Switzerla nd) DTSTART:20261104T150000Z DTEND:20261104T160000Z DTSTAMP:20261115T003349Z UID:AMIS/17 DESCRIPTION:Title: As ymptotic properties of drift parameter estimators in CKLS diffusion models \nby Dr. Sc. (Phys. & Math.)\, Associate Prof. Kostiantyn Ralchenko (T aras Shevchenko National University of Kyiv and EPFL\, Lausanne\, Switzerl and) as part of Asymptotic Methods in Statistics\n\n\nAbstract\nThe Chan –Karolyi–Longstaff–Sanders (CKLS) model is a flexible family of diff usion models widely used in financial mathematics\, particularly for model ling interest rates and stochastic volatility. It includes several classic al models\, such as the Cox–Ingersoll–Ross model\, as special cases.\n \nIn this talk\, we discuss the estimation of drift parameters in CKLS dif fusion models based on continuous-time observations. We focus on the const ruction of explicit estimators using the method of moments and investigate their asymptotic properties. In particular\, we address strong consistenc y\, asymptotic normality\, existence of moments\, and convergence in L^p u nder suitable assumptions. We also discuss the role of the model parameter s in the asymptotic behavior of the estimators and illustrate the theoreti cal results with numerical simulations.\n LOCATION:https://researchseminars.org/talk/AMIS/17/ END:VEVENT END:VCALENDAR