Local asymptotic quadraticity of statistical experiments connected with a Heston model (Q4634937)
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scientific article; zbMATH DE number 6859271
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| English | Local asymptotic quadraticity of statistical experiments connected with a Heston model |
scientific article; zbMATH DE number 6859271 |
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Local asymptotic quadraticity of statistical experiments connected with a Heston model (English)
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12 April 2018
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Heston model
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local asymptotic quadricity
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local asymptotic mixed normality
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local asymptotic normality
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asymptotically optimal tests
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local asymptotic minimax bound for estimators
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asymptotic efficiency in the convolution theorem sense
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0.8453307747840881
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0.7687090635299683
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0.7480290532112122
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0.7360817193984985
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