Weighted least-squares estimation for the subcritical Heston process (Q4684958)
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scientific article; zbMATH DE number 6943654
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted least-squares estimation for the subcritical Heston process |
scientific article; zbMATH DE number 6943654 |
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Weighted least-squares estimation for the subcritical Heston process (English)
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26 September 2018
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squared radial Ornstein-Uhlenbeck process
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Heston process
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parameter estimation
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weighted least-squares estimate
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consistency
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asymptotic normality
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