Least Squares Volatility Change Point Estimation for Partially Observed Diffusion Processes (Q3526088)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least Squares Volatility Change Point Estimation for Partially Observed Diffusion Processes |
scientific article |
Statements
Least Squares Volatility Change Point Estimation for Partially Observed Diffusion Processes (English)
0 references
24 September 2008
0 references
change point problem
0 references
diffusion process
0 references
discrete observations
0 references
volatility regime switch
0 references
0 references
0 references
