ANOVA for diffusions and Itō processes (Q449957)

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ANOVA for diffusions and Itō processes
scientific article

    Statements

    title
    ANOVA for diffusions and Itō processes (English)
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    author
    Per Aslak Mykland
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    Lan Zhang
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    publication date
    3 September 2012
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    zbMATH Keywords
    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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    cites work
    Q4277836
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    Q4892362
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    Q4794153
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    Q3815091
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    Q4311643
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    Q4695794
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    Q4794126
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    Q4778955
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    Q4002114
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    Dual likelihood
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    Q4435813
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    Q5515900
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    Identifiers

    Mathematics Subject Classification ID
    91B84
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    60G44
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    62M09
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    62M10
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    91G70
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    60G42
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    62G20
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    62P20
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    zbMATH DE Number
    6075576
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    OpenAlex ID
    W3100009876
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    arXiv ID
    math/0611274
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