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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Beiranvand, A., Ivaz, K., & Beiranvand, H. (2021). A new methodology to estimate constant elasticity of variance. Computational Methods for Differential Equations, 9(4), 1059-1068. doi: 10.22034/cmde.2020.27563.1369
MLA
Ali Beiranvand; Karim Ivaz; Hamzeh Beiranvand. "A new methodology to estimate constant elasticity of variance". Computational Methods for Differential Equations, 9, 4, 2021, 1059-1068. doi: 10.22034/cmde.2020.27563.1369
HARVARD
Beiranvand, A., Ivaz, K., Beiranvand, H. (2021). 'A new methodology to estimate constant elasticity of variance', Computational Methods for Differential Equations, 9(4), pp. 1059-1068. doi: 10.22034/cmde.2020.27563.1369
VANCOUVER
Beiranvand, A., Ivaz, K., Beiranvand, H. A new methodology to estimate constant elasticity of variance. Computational Methods for Differential Equations, 2021; 9(4): 1059-1068. doi: 10.22034/cmde.2020.27563.1369
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