Volatility estimation of general Gaussian Ornstein-Uhlenbeck process (Q2006737): Difference between revisions
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Revision as of 23:46, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility estimation of general Gaussian Ornstein-Uhlenbeck process |
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Volatility estimation of general Gaussian Ornstein-Uhlenbeck process (English)
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12 October 2020
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Gaussian process
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quadratic variation
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volatility
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