Volatility estimation of general Gaussian Ornstein-Uhlenbeck process (Q2006737)

From MaRDI portal
Revision as of 18:56, 23 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
Volatility estimation of general Gaussian Ornstein-Uhlenbeck process
scientific article

    Statements

    title
    Volatility estimation of general Gaussian Ornstein-Uhlenbeck process (English)
    0 references
    author
    Qian Yu
    0 references
    Salwa Bajja
    0 references
    publication date
    12 October 2020
    0 references
    zbMATH Keywords
    Gaussian process
    0 references
    quadratic variation
    0 references
    volatility
    0 references
    cites work
    Q5515900
    0 references

    Identifiers

    zbMATH DE Number
    7259038
    0 references
    OpenAlex ID
    W3020417667
    0 references
    arXiv ID
    1909.06715
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2006737&oldid=36624089"
    Powered by MediaWiki