ANOVA for diffusions and Itō processes (Q449957)
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scientific article; zbMATH DE number 6075576
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ANOVA for diffusions and Itō processes |
scientific article; zbMATH DE number 6075576 |
Statements
ANOVA for diffusions and Itō processes (English)
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3 September 2012
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ANOVA
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continuous semimartingale
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statistical uncertainty
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goodness of fit
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discrete sampling
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parametric and nonparametric estimation
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small interval asymptotics
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stable convergence
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option hedging
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