Modelling long-range-dependent Gaussian processes with application in continuous-time financial models (Q4819471)

From MaRDI portal
scientific article; zbMATH DE number 2103379
Language Label Description Also known as
English
Modelling long-range-dependent Gaussian processes with application in continuous-time financial models
scientific article; zbMATH DE number 2103379

    Statements

    Modelling long-range-dependent Gaussian processes with application in continuous-time financial models (English)
    0 references
    24 September 2004
    0 references
    continuous-time model
    0 references
    diffusion process
    0 references
    long-range dependence
    0 references
    parameter estimation
    0 references
    stochastic volatility
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers