Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities (Q6134375)
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scientific article; zbMATH DE number 7716668
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities |
scientific article; zbMATH DE number 7716668 |
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Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities (English)
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25 July 2023
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central limit theorem under dependence
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high-frequency data
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least squares estimation
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SPDE
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