Parameter Estimation in Stochastic Volatility Models (Q5077755)
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scientific article; zbMATH DE number 7529459
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter Estimation in Stochastic Volatility Models |
scientific article; zbMATH DE number 7529459 |
Statements
Parameter Estimation in Stochastic Volatility Models (English)
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19 May 2022
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Itô stochastic differential equation
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stochastic volatility model
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jumps
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long memory
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fractional Brownian motion
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fractional Lévy poses
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partially observed models
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parameter estimation
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discrete observations
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high-frequency data
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asymptotic theory
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approximate maximum likelihood method
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minimum contrast method
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Berry-Esseen bounds
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