Moment based estimation of supOU processes and a related stochastic volatility model (Q2340426)
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 6426762
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Moment based estimation of supOU processes and a related stochastic volatility model |
scientific article; zbMATH DE number 6426762 |
Statements
Moment based estimation of supOU processes and a related stochastic volatility model (English)
0 references
17 April 2015
0 references
generalized method of moments
0 references
Ornstein-Uhlenbeck type process
0 references
Lévy basis
0 references
long memory
0 references
stochastic volatility
0 references
superpositions
0 references
0.8383957147598267
0 references
0.8236258625984192
0 references
0.8078877329826355
0 references
0.8069922924041748
0 references
