Least Squares Volatility Change Point Estimation for Partially Observed Diffusion Processes (Q3526088)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least Squares Volatility Change Point Estimation for Partially Observed Diffusion Processes |
scientific article |
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Least Squares Volatility Change Point Estimation for Partially Observed Diffusion Processes (English)
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24 September 2008
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change point problem
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diffusion process
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discrete observations
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volatility regime switch
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