{"title":"一种估计常弹性方差的新方法","authors":"A. Beiranvand, K. Ivaz, H. Beiranvand","doi":"10.22034/CMDE.2020.27563.1369","DOIUrl":null,"url":null,"abstract":"This paper introduces a novel method for estimation of the parameters of the constant elasticity of variance model. To do this, the likelihood function will be constructed based on the approximate density function. Then, to estimate the parameters, some optimization algorithms will be applied","PeriodicalId":44352,"journal":{"name":"Computational Methods for Differential Equations","volume":null,"pages":null},"PeriodicalIF":1.1000,"publicationDate":"2021-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A new methodology to estimate constant elasticity of variance\",\"authors\":\"A. Beiranvand, K. Ivaz, H. Beiranvand\",\"doi\":\"10.22034/CMDE.2020.27563.1369\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper introduces a novel method for estimation of the parameters of the constant elasticity of variance model. To do this, the likelihood function will be constructed based on the approximate density function. Then, to estimate the parameters, some optimization algorithms will be applied\",\"PeriodicalId\":44352,\"journal\":{\"name\":\"Computational Methods for Differential Equations\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2021-01-02\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Computational Methods for Differential Equations\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.22034/CMDE.2020.27563.1369\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Computational Methods for Differential Equations","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.22034/CMDE.2020.27563.1369","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
A new methodology to estimate constant elasticity of variance
This paper introduces a novel method for estimation of the parameters of the constant elasticity of variance model. To do this, the likelihood function will be constructed based on the approximate density function. Then, to estimate the parameters, some optimization algorithms will be applied
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