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Elasticity estimation via the CKLS--CIR transform for small-noise CEV-type diffusions
We construct a feasible two-step estimator for the elasticity parameter in small-noise CEV-type diffusions. Under joint small-noise and high-frequency asymptotics, we establish its consistency and an $\varepsilon^{-1}$ central limit theorem with an explicit asymptotic variance. We adapt a Lamperti-b
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