A semiparametric model of estimating volatility of diffusion processes (Q4916956)
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scientific article; zbMATH DE number 6158352
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| English | A semiparametric model of estimating volatility of diffusion processes |
scientific article; zbMATH DE number 6158352 |
Statements
A Semiparametric Model of Estimating Volatility of Diffusion Processes (English)
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26 April 2013
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consistent estimate
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diffusion coefficient
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semiparametric estimation
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state space model
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stochastic differential equation
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0.8277072310447693
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0.8277072310447693
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0.8216683268547058
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0.8166335225105286
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0.8146761655807495
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