Pages that link to "Item:Q2843840"

The following pages link to Asymptotic analysis and explicit estimation of a class of stochastic volatility models with jumps using the martingale estimating function approach (Q2843840):

Displaying 7 items.

• Asymptotic analysis for stochastic volatility: martingale expansion (Q484204) (← links)
• Parameter estimation for a discretely observed stochastic volatility model with jumps in the volatility (Q1425581) (← links)
• Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model (Q1644436) (← links)
• Prediction-based estimating functions (Q2707866) (← links)
• Asymptotic normality of in- and out-degree counts in a preferential attachment model (Q4976517) (← links)
• Asymptotic normality of degree counts in a preferential attachment model (Q5197413) (← links)
• An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps (Q5418636) (← links)