scientific article; zbMATH DE number 6454114

DOI10.3969/J.ISSN.1005-3085.2014.06.013MaRDI QIDQ5260801zbMATH OpenFDO

Authors Jixia Wang, Qingxian Xiao

Publication date 29 June 2015

Full work available at URL https://doi.org/10.3969/J.ISSN.1005-3085.2014.06.013

zbMATH Keywords

asymptotic normalitycomposite quantile regression estimationdiffusion modellocal polynomial fittingtime-dependent parameter

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)

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