Method of moment estimation in the COGARCH(1,1) model (Q5427673): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q59278119, #quickstatements; #temporary_batch_1709550817224 |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 21:00, 5 March 2024
scientific article; zbMATH DE number 5213447
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Method of moment estimation in the COGARCH(1,1) model |
scientific article; zbMATH DE number 5213447 |
Statements
Method of moment estimation in the COGARCH(1,1) model (English)
0 references
21 November 2007
0 references
continuous time GARCH process
0 references
GARCH process
0 references
Lévy process
0 references
moment estimator
0 references
stochastic votality
0 references
votality estimation
0 references
