Pages that link to "Item:Q2126157"
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The following pages link to Consistent estimation of drift parameter in diffusion model with misspecified volatility function (Q2126157):
Displaying 4 items.
- Consistent estimation in regression models for the drift function in some continuous time models (Q1023597) (← links)
- Efficient estimation of drift parameters in stochastic volatility models (Q2463719) (← links)
- (Q3109565) (← links)
- Consistent Estimation of the Value at Risk When the Error Distribution of the Volatility Model is Misspecified (Q3466886) (← links)