ASYMPTOTIC INFERENCE FOR THE PARAMETERS OF A DISCRETE‐TIME SQUARE‐ROOT PROCESS (Q4372032)
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 1106716
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | ASYMPTOTIC INFERENCE FOR THE PARAMETERS OF A DISCRETE‐TIME SQUARE‐ROOT PROCESS |
scientific article; zbMATH DE number 1106716 |
Statements
ASYMPTOTIC INFERENCE FOR THE PARAMETERS OF A DISCRETE‐TIME SQUARE‐ROOT PROCESS (English)
0 references
21 January 1998
0 references
maximum likelihood estimation
0 references
nonergodic financial models
0 references
asymptotic inference
0 references
discrete-time square-root process
0 references
0.8170647621154785
0 references
0.7742329239845276
0 references
