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Volatility estimation of general Gaussian Ornstein-Uhlenbeck process (Q2006737)

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Volatility estimation of general Gaussian Ornstein-Uhlenbeck process
scientific article

    Statements

    title
    Volatility estimation of general Gaussian Ornstein-Uhlenbeck process (English)
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    author
    Qian Yu
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    Salwa Bajja
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    publication date
    12 October 2020
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    zbMATH Keywords
    Gaussian process
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    quadratic variation
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    volatility
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    cites work
    Q5515900
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    Identifiers

    zbMATH DE Number
    7259038
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    OpenAlex ID
    W3020417667
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    arXiv ID
    1909.06715
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