Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions (Q2807637)

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Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions
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    Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions (English)
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    25 May 2016
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    GMM with Continuum of Moment Conditions (CGMM)
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    process of Ornstein-Uhlenbeck type
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    parametric estimation
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