Spectral GMM estimation of continuous-time processes (Q1398981)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral GMM estimation of continuous-time processes |
scientific article |
Statements
Spectral GMM estimation of continuous-time processes (English)
0 references
7 August 2003
0 references
continuous-time estimation
0 references
characteristic function
0 references
GMM
0 references
spectral GMM
0 references
stochastic volatility
0 references
jump-diffusion process
0 references
affine models
0 references
0 references
0 references
0 references
0 references
