The CEV model for a stock price $S(t)$, interest rate $r$ and variance $\delta$
$dS(t)=rS(t)dt+\delta S(t)^{\gamma}dW(t)$
where the volatility for the stock is given by $\sigma(t)=\delta S(t)^{\gamma -1}$
Is there any method for calibration/parameter estimation of: $\gamma$ and $\delta$? And what historical data will I need for this purpose?
Note: I will use a stochastic $r$ instead, hence $r(t)$. But that is another problem.