Publication:3161968

zbMath1212.91018MaRDI QIDQ3161968

M. A. Yakunin, Tatiana A. Averina

Publication date: 18 October 2010

zbMATH Keywords

stochastic differential equation; estimates of parameters; price series; Poisson component

Mathematics Subject Classification ID

91G70: Statistical methods; risk measures

91B24: Microeconomic theory (price theory and economic markets)

91B82: Statistical methods; economic indices and measures