Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions (Q2807637)
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scientific article; zbMATH DE number 6584861
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions |
scientific article; zbMATH DE number 6584861 |
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Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions (English)
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25 May 2016
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GMM with Continuum of Moment Conditions (CGMM)
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process of Ornstein-Uhlenbeck type
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parametric estimation
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