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ESTIMATING THE VOLATILITY OCCUPATION TIME VIA REGULARIZED LAPLACE INVERSION - MaRDI portal

ESTIMATING THE VOLATILITY OCCUPATION TIME VIA REGULARIZED LAPLACE INVERSION (Q2976209)

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ESTIMATING THE VOLATILITY OCCUPATION TIME VIA REGULARIZED LAPLACE INVERSION
scientific article

    Statements

    title
    ESTIMATING THE VOLATILITY OCCUPATION TIME VIA REGULARIZED LAPLACE INVERSION (English)
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    author
    Jia Li
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    Viktor Todorov
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    George Tauchen
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    publication date
    28 April 2017
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    cites work
    Asymptotic Statistics
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    Q4937701
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    Q5812326
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    Occupation densities
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62P05
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    62G20
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    62G07
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    60F05
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    zbMATH DE Number
    6708986
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    OpenAlex ID
    W2261463978
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