Volatility estimation of general Gaussian Ornstein-Uhlenbeck process (Q2006737): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3020417667 / rank | |||
Normal rank | |||
Revision as of 00:50, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility estimation of general Gaussian Ornstein-Uhlenbeck process |
scientific article |
Statements
Volatility estimation of general Gaussian Ornstein-Uhlenbeck process (English)
0 references
12 October 2020
0 references
Gaussian process
0 references
quadratic variation
0 references
volatility
0 references
