University of TabrizComputational Methods for Differential Equations2345-39829420211001A new methodology to estimate constant elasticity of variance105910681214710.22034/cmde.2020.27563.1369ENAliBeiranvandFaculty of Mathematical Sciences,
University of Tabriz, Tabriz, Iran.KarimIvazFaculty of Mathematical Sciences,
University of Tabriz, Tabriz, Iran.HamzehBeiranvandDepartment of Electrical Engineering,
Lorestan University, Khoramabad, Lorestan, Iran.Journal Article20180525This 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.https://cmde.tabrizu.ac.ir/article_12147_ffef7bcc89eda6c48118e9a391b5216f.pdf