Method of moment estimation in time-changed Lévy models (Q3011079)
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scientific article; zbMATH DE number 5913813
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Method of moment estimation in time-changed Lévy models |
scientific article; zbMATH DE number 5913813 |
Statements
Method of moment estimation in time-changed Lévy models (English)
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28 June 2011
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mixing property
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volatility estimation
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0.89404035
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0.89211774
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0.8903316
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0.8859118
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0.8853885
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0.8809383
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0.87621987
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0.87185085
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