Elasticity estimation via the CKLS--CIR transform for small-noise CEV-type diffusions 31QPXWDZSH

URI	`m2://res/31QPXWDZSH`
Kind	preprint
Creators	Boyuan Ning, Yasutaka Shimizu
Date	2026-10-05
MSC	62-XX
Subjects	arxiv math.ST, arxiv stat.ME, arxiv stat.TH
Scope	in

Expressions

The mentions of the inventory that name this resource. Each name links to the card of its inventory row.

Item	Kind	Where	Source
CKLS--CIR transform	statement	theorem A.2	arxiv
Uniform deterministic small-noise limit	statement	lemma B.2	arxiv
Corrected local-window approximation for the target CEV process	statement	lemma B.7	arxiv
Moment and increment bounds for $Z_{u}^{Y,\varepsilon,\circ}$	statement	lemma B.4	arxiv
Approximation of local quadratic variation by realized variation	statement	lemma B.8	arxiv
Parameter sensitivity and plug-in equivalence	statement	theorem B.10	arxiv
CEV parameter space	unknown	unknown A2	arxiv
Transfer of convergence	statement	theorem A.7	arxiv
High-frequency small-noise scheme	unknown	unknown A1	arxiv
CIR model	definition	definition 1.3	arxiv
Consistency and first-order asymptotic distribution	statement	theorem 3.1	arxiv
Girsanov energy and asymptotic measure closeness	statement	theorem A.5	arxiv
Oracle LSE under the Auxiliary Measure	statement	theorem B.5	arxiv
Uniform inverse-moment bound	statement	lemma A.4	arxiv
Auxiliary regularization	unknown	unknown A3	arxiv
Rate of the feasible preliminary estimator	statement	theorem B.9	arxiv
Local window and identification	unknown	unknown A4	arxiv
Validity of the measure change	statement	lemma A.1	arxiv
CEV model	definition	definition 1.1	arxiv
Process-level local-to-CEV approximation	statement	lemma B.1	arxiv
CKLS model	definition	definition 1.2	arxiv
Auxiliary-to-CEV oracle equivalence	statement	theorem B.6	arxiv
Feasibility rate condition	unknown	unknown A5	arxiv