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:20261025T111744Z 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\nInteractive livestream : https://knu-ua.zoom.us/j/89643295643?pwd=eTBZZSt0d0thZzFyaUhDUFNGTVE3QT0 9 Passcode (if necessary) 785163\n\nAbstract\nThe Chan–Karolyi–Longst aff–Sanders (CKLS) model is a flexible family of diffusion models widely used in financial mathematics\, particularly for modelling interest rates and stochastic volatility. It includes several classical models\, such as the Cox–Ingersoll–Ross model\, as special cases.\n\nIn this talk\, we discuss the estimation of drift parameters in CKLS diffusion models based on continuous-time observations. We focus on the construction of explicit estimators using the method of moments and investigate their asymptotic p roperties. In particular\, we address strong consistency\, asymptotic norm ality\, existence of moments\, and convergence in L^p under suitable assum ptions. We also discuss the role of the model parameters in the asymptotic behavior of the estimators and illustrate the theoretical results with nu merical simulations.\n LOCATION:https://researchseminars.org/talk/AMIS/17/ URL:https://knu-ua.zoom.us/j/89643295643?pwd=eTBZZSt0d0thZzFyaUhDUFNGTVE3Q T09 Passcode (if necessary) 785163 END:VEVENT END:VCALENDAR