Asymptotic analysis and explicit estimation of a class of stochastic volatility models with jumps using the martingale estimating function approach (Q2843840)
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scientific article; zbMATH DE number 6201425
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic analysis and explicit estimation of a class of stochastic volatility models with jumps using the martingale estimating function approach |
scientific article; zbMATH DE number 6201425 |
Statements
Asymptotic analysis and explicit estimation of a class of stochastic volatility models with jumps using the martingale estimating function approach (English)
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26 August 2013
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consistency
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asymptotic normality
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