Asymptotic analysis and explicit estimation of a class of stochastic volatility models with jumps using the martingale estimating function approach (Q2843840)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic analysis and explicit estimation of a class of stochastic volatility models with jumps using the martingale estimating function approach |
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Asymptotic analysis and explicit estimation of a class of stochastic volatility models with jumps using the martingale estimating function approach (English)
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26 August 2013
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consistency
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asymptotic normality
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