Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models (Q530607)
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scientific article; zbMATH DE number 6610695
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models |
scientific article; zbMATH DE number 6610695 |
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Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models (English)
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10 August 2016
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block bootstrap
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diffusion processes
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jumps
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nonparametric simulated quasi maximum likelihood
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parameter estimation error
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recursive estimation
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stochastic volatility
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