Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility (Q502541)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility |
scientific article |
Statements
Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility (English)
0 references
5 January 2017
0 references
stochastic differential equation
0 references
weak solutions
0 references
strong solutions
0 references
stochastic volatility
0 references
drift parameter estimation
0 references
maximum likelihood estimator
0 references
strong consistency
0 references
0 references
0 references
0 references
0.8540316820144653
0 references
0.7843676209449768
0 references
0.7799286842346191
0 references
