Pages that link to "Item:Q4950769"
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The following pages link to Estimation du coefficient de diffusion de la volatilité d'un modèle à volatilité stochastique (Q4950769):
Displayed 5 items.
- Rate of convergence for parametric estimation in a stochastic volatility model. (Q1766043) (← links)
- Contrast estimation for noisy observations of diffusion processes via closed-form density expansions (Q2144195) (← links)
- Nonparametric estimation for stochastic volatility models (Q2430253) (← links)
- Efficient estimation of drift parameters in stochastic volatility models (Q2463719) (← links)
- Stochastic volatility and fractional Brownian motion (Q2485787) (← links)