Spectral GMM estimation of continuous-time processes (Q1398981): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/s0304-4076(03)00109-x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3123805721 / rank | |||
Normal rank | |||
Latest revision as of 10:33, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral GMM estimation of continuous-time processes |
scientific article |
Statements
Spectral GMM estimation of continuous-time processes (English)
0 references
7 August 2003
0 references
continuous-time estimation
0 references
characteristic function
0 references
GMM
0 references
spectral GMM
0 references
stochastic volatility
0 references
jump-diffusion process
0 references
affine models
0 references
0 references
0 references
0 references
0 references
