Local asymptotic quadraticity of statistical experiments connected with a Heston model (Q4634937)
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scientific article; zbMATH DE number 6859271
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local asymptotic quadraticity of statistical experiments connected with a Heston model |
scientific article; zbMATH DE number 6859271 |
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Local asymptotic quadraticity of statistical experiments connected with a Heston model (English)
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12 April 2018
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Heston model
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local asymptotic quadricity
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local asymptotic mixed normality
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local asymptotic normality
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asymptotically optimal tests
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local asymptotic minimax bound for estimators
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asymptotic efficiency in the convolution theorem sense
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