Pages that link to "Item:Q1275855"
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The following pages link to Limit theorems for discretely observed stochastic volatility models (Q1275855):
Displayed 6 items.
- Goodness-of-fit test for stochastic volatility models (Q391575) (← links)
- Estimation of a multivariate stochastic volatility density by kernel deconvolution (Q631636) (← links)
- Rate of convergence for parametric estimation in a stochastic volatility model. (Q1766043) (← links)
- Smoothing and occupation measures of stochastic processes (Q2458949) (← links)
- Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient (Q2701807) (← links)
- Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models (Q4828200) (← links)