Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling (Q734414)
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scientific article; zbMATH DE number 5614324
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| English | Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling |
scientific article; zbMATH DE number 5614324 |
Statements
Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling (English)
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13 October 2009
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efficient estimation
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gamma subordinator
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high-frequency sampling
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inverse-Gaussian subordinator
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optimal rate
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0.7643693089485168
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0.7589109539985657
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0.7585699558258057
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0.7479023337364197
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0.7403632402420044
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