Indirect Inference for Lévy‐driven continuous‐time GARCH models (Q5242892)
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scientific article; zbMATH DE number 7128036
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indirect Inference for Lévy‐driven continuous‐time GARCH models |
scientific article; zbMATH DE number 7128036 |
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Indirect Inference for Lévy‐driven continuous‐time GARCH models (English)
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7 November 2019
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asymptotic normality
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bias reduction
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continuous-time GARCH
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indirect inference estimation
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projection methods
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strong consistency
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