Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities (Q6134375)
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: Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities |
scientific article; zbMATH DE number 7716668
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities |
scientific article; zbMATH DE number 7716668 |
Statements
Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities (English)
0 references
25 July 2023
0 references
central limit theorem under dependence
0 references
high-frequency data
0 references
least squares estimation
0 references
SPDE
0 references
0 references
0 references
0 references
0.8439812064170837
0 references
0.828407883644104
0 references
0.8086728453636169
0 references
0.7867725491523743
0 references
