Parametric estimation of discretely sampled Gamma-OU processes (Q867775)

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Parametric estimation of discretely sampled Gamma-OU processes
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    Parametric estimation of discretely sampled Gamma-OU processes (English)
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    16 February 2007
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    Gamma-OU process
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    transition function
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    Lévy process
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    Lévy density
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    stochastic volatility
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    background driving Lévy process
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    Laplace transformation
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    maximum likelihood estimation
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