Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models (Q2111244)
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scientific article; zbMATH DE number 7637399
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| English | Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models |
scientific article; zbMATH DE number 7637399 |
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Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models (English)
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28 December 2022
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projection least squares estimator
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model selection
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fractional Brownian motion
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stochastic differential equations
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stochastic volatility
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