Spectral GMM estimation of continuous-time processes (Q1398981)
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scientific article; zbMATH DE number 1961857
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| English | Spectral GMM estimation of continuous-time processes |
scientific article; zbMATH DE number 1961857 |
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Spectral GMM estimation of continuous-time processes (English)
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7 August 2003
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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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0.8000842332839966
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0.7934001088142395
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0.793312132358551
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0.7927445769309998
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0.7874006032943726
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