Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6142898
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Parameter estimation and model testing for Markov processes via conditional characteristic functions |
scientific article; zbMATH DE number 6142898 |
Statements
Parameter estimation and model testing for Markov processes via conditional characteristic functions (English)
0 references
7 March 2013
0 references
diffusion processes
0 references
empirical likelihood
0 references
kernel smoothing
0 references
Lévy-driven processes
0 references
0 references
0 references
0 references
0 references
0 references
0.9032805
0 references
0.89964056
0 references
0.8861206
0 references
0.8809839
0 references
0.8803443
0 references
