The following pages link to (Q4450670):
Displaying 9 items.
- Limit experiments of GARCH (Q408085) (← links)
- Stochastic volatility model and technical analysis of stock price (Q475736) (← links)
- COGARCH as a continuous-time limit of GARCH(1,1) (Q1001841) (← links)
- Asymptotic equivalence and adaptive estimation for robust nonparametric regression (Q1043738) (← links)
- Gaussianization machines for non-Gaussian function estimation models (Q2194580) (← links)
- GARCH quasi-likelihood ratios for SV model and the diffusion limit (Q2197597) (← links)
- Statistical convergence of Markov experiments to diffusion limits (Q2448706) (← links)
- Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments (Q2510830) (← links)
- The continuous-time limit of score-driven volatility models (Q2658765) (← links)
