Modelling long-range-dependent Gaussian processes with application in continuous-time financial models (Q4819471)
From MaRDI portal
scientific article; zbMATH DE number 2103379
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling long-range-dependent Gaussian processes with application in continuous-time financial models |
scientific article; zbMATH DE number 2103379 |
Statements
Modelling long-range-dependent Gaussian processes with application in continuous-time financial models (English)
0 references
24 September 2004
0 references
continuous-time model
0 references
diffusion process
0 references
long-range dependence
0 references
parameter estimation
0 references
stochastic volatility
0 references
