Prediction‐based estimating functions (Q2707866): Difference between revisions
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Latest revision as of 08:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction‐based estimating functions |
scientific article |
Statements
Prediction‐based estimating functions (English)
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28 November 2002
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diffusion processes
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discrete time observation of continuous time models
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linear predictors
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mixing
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optimal estimating functions
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stochastic differential equation
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stochastic volatility model
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stock prices
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sum of Ornstein-Uhlenbeck-type processes
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quasi-likelihood
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martingale estimating functions
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consistency
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asymptotic normality
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