摘要：This paper is concerned with the parameter estimationproblem for Cox-Ingersoll-Ross model with small L´evynoises from discrete observations. The least squares methodis used to obtain the parameter estimators and the explicitformula of the estimation error is given. The consistency of theestimators are derived when a small dispersion coefficient " ! 0and n ! 1 simultaneously by using Cauchy-Schwarz inequality,Gronwall’s inequality, Markov inequality and dominatedconvergence. The asymptotic distribution of the estimation erroris studied. The simulation is made to verify the effectiveness ofthe least squares estimators.
