scientific article; zbMATH DE number 7278911

MaRDI QIDQ5136799zbMATH OpenFDO

Authors

Publication date 27 November 2020

Full work available at URL https://einspem.upm.edu.my/journal/fullpaper/vol13sdecember/4.pdf

zbMATH Keywords

cubic-splinehigher-order momentsmodel-freeoptions and trapezoidal-rule

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to economics (62P20) Numerical computation using splines (65D07) Economic time series analysis (91B84)

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Cited in

(1)

• The relative efficiency of method of moments estimators

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