Estimation of parameters of the Ornstein-Uhlenbeck type processes with continuum of moment conditions (Q2807637)
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scientific article; zbMATH DE number 6584861
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| English | Estimation of parameters of the Ornstein-Uhlenbeck type processes with continuum of moment conditions |
scientific article; zbMATH DE number 6584861 |
Statements
Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions (English)
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25 May 2016
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GMM with Continuum of Moment Conditions (CGMM)
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process of Ornstein-Uhlenbeck type
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parametric estimation
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0.8386788368225098
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0.821375846862793
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0.8092373013496399
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