Spectral GMM estimation of continuous-time processes (Q1398981)

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Spectral GMM estimation of continuous-time processes
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    Statements

    title
    Spectral GMM estimation of continuous-time processes (English)
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    author
    George Chacko
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    Luis M. Viceira
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    publication date
    7 August 2003
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    zbMATH Keywords
    continuous-time estimation
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    characteristic function
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    GMM
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    spectral GMM
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    stochastic volatility
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    jump-diffusion process
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    affine models
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    cites work
    Q4318617
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    Q3902322
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    Q4003764
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    Q4039796
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    Q4905685
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    Q4086554
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    Identifiers

    Mathematics Subject Classification ID
    62M09
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    62P20
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    62P05
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    62M05
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    62M15
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    zbMATH DE Number
    1961857
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    OpenAlex ID
    W3123805721
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