Pages that link to "Item:Q1724169"
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The following pages link to Parameter estimation for long-memory stochastic volatility at discrete observation (Q1724169):
Displaying 4 items.
- Estimation of the volatility persistence in a discretely observed diffusion model (Q936399) (← links)
- Estimation of longrun variance of continuous time stochastic process using discrete sample (Q2000826) (← links)
- Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends (Q2852592) (← links)
- Parameter estimation for the subcritical Heston model based on discrete time observations (Q2973137) (← links)