ANOVA for diffusions and Itō processes (Q449957): Difference between revisions
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| Property / zbMATH Keywords | |||
ANOVA | |||
| Property / zbMATH Keywords: ANOVA / rank | |||
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continuous semimartingale | |||
| Property / zbMATH Keywords: continuous semimartingale / rank | |||
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statistical uncertainty | |||
| Property / zbMATH Keywords: statistical uncertainty / rank | |||
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goodness of fit | |||
| Property / zbMATH Keywords: goodness of fit / rank | |||
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discrete sampling | |||
| Property / zbMATH Keywords: discrete sampling / rank | |||
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parametric and nonparametric estimation | |||
| Property / zbMATH Keywords: parametric and nonparametric estimation / rank | |||
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small interval asymptotics | |||
| Property / zbMATH Keywords: small interval asymptotics / rank | |||
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stable convergence | |||
| Property / zbMATH Keywords: stable convergence / rank | |||
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option hedging | |||
| Property / zbMATH Keywords: option hedging / rank | |||
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Revision as of 10:04, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ANOVA for diffusions and Itō processes |
scientific article |
Statements
ANOVA for diffusions and Itō processes (English)
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3 September 2012
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ANOVA
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continuous semimartingale
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statistical uncertainty
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goodness of fit
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discrete sampling
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parametric and nonparametric estimation
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small interval asymptotics
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stable convergence
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option hedging
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