Parametric estimation of discretely sampled Gamma-OU processes (Q867775)
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scientific article; zbMATH DE number 5127935
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| English | Parametric estimation of discretely sampled Gamma-OU processes |
scientific article; zbMATH DE number 5127935 |
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Parametric estimation of discretely sampled Gamma-OU processes (English)
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16 February 2007
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Gamma-OU process
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transition function
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Lévy process
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Lévy density
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stochastic volatility
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background driving Lévy process
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Laplace transformation
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maximum likelihood estimation
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