Thierry Jeantheau

Available identifiers

zbMath Open jeantheau.thierryMaRDI QIDQ180609

List of research outcomes

Publication	Date of Publication	Type
A link between complete models with stochastic volatility and ARCH models	2004-11-24	Paper
Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models	2004-11-24	Paper
Stochastic volatility models as hidden Markov models and statistical applications	2001-08-17	Paper
Parameter estimation for discretely observed stochastic volatility models	2000-08-24	Paper
Limit theorems for discretely observed stochastic volatility models	1999-07-12	Paper
https://portal.mardi4nfdi.de/entity/Q4847446	1995-09-20	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Thierry Jeantheau