scientific article; zbMATH DE number 1810239

MaRDI QIDQ3148089zbMATH OpenFDO

Authors Benfeng du, Xingyi Guo, Junlong Yang

Publication date 8 December 2002

zbMATH Keywords

GARCHdiffusionpseudo-maximum likelihood estimation

Mathematics Subject Classification ID

Diffusion processes (60J60)

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(3)

• Globally optimal parameter estimates for nonlinear diffusions
• Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations
• A two-stage realized volatility approach to estimation of diffusion processes with discrete data

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