Computationally attractive stability tests for the efficient method of moments (Q6166863)
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scientific article; zbMATH DE number 7708419
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Computationally attractive stability tests for the efficient method of moments |
scientific article; zbMATH DE number 7708419 |
Statements
Computationally attractive stability tests for the efficient method of moments (English)
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7 July 2023
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efficient method of moments
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parameter updates
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stochastic volatility models
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structural stability tests with known breakpoint
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