Hybrid multi-step estimation of the volatility for stochastic regression models (Q4559871)
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scientific article; zbMATH DE number 6988808
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| English | Hybrid multi-step estimation of the volatility for stochastic regression models |
scientific article; zbMATH DE number 6988808 |
Statements
4 December 2018
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asymptotic mixed normality
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Bayes type estimator
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convergence of moments
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diffusion process
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discrete time observations
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maximum likelihood type estimator
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0.8060423731803894
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0.7946171760559082
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0.7911851406097412
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0.7700380682945251
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