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Method of moment estimation in time-changed Lévy models - MaRDI portal

Method of moment estimation in time-changed Lévy models (Q3011079)

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Method of moment estimation in time-changed Lévy models
scientific article

    Statements

    title
    Method of moment estimation in time-changed Lévy models (English)
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    author
    Jan Kallsen
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    Johannes Muhle-Karbe
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    publication date
    28 June 2011
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    zbMATH Keywords
    mixing property
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    volatility estimation
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    Identifiers

    Mathematics Subject Classification ID
    62M05
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    62P05
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    60G51
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    91G70
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    zbMATH DE Number
    5913813
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    OpenAlex ID
    W2320742476
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