ASYMPTOTIC INFERENCE FOR THE PARAMETERS OF A DISCRETE‐TIME SQUARE‐ROOT PROCESS (Q4372032)
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scientific article; zbMATH DE number 1106716
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASYMPTOTIC INFERENCE FOR THE PARAMETERS OF A DISCRETE‐TIME SQUARE‐ROOT PROCESS |
scientific article; zbMATH DE number 1106716 |
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ASYMPTOTIC INFERENCE FOR THE PARAMETERS OF A DISCRETE‐TIME SQUARE‐ROOT PROCESS (English)
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21 January 1998
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maximum likelihood estimation
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nonergodic financial models
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asymptotic inference
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discrete-time square-root process
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