Inference for a change‐point problem under an OU setting with unequal and unknown volatilities (Q5107620)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Inference for a change‐point problem under an OU setting with unequal and unknown volatilities |
scientific article; zbMATH DE number 7194128
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for a change‐point problem under an OU setting with unequal and unknown volatilities |
scientific article; zbMATH DE number 7194128 |
Statements
Inference for a change‐point problem under an OU setting with unequal and unknown volatilities (English)
0 references
28 April 2020
0 references
asymptotic property
0 references
consistent estimator
0 references
financial modelling
0 references
iterative weighted least sum of squared errors
0 references
oil spot price
0 references
