Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions
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Publication:2807637
DOI10.1080/03610926.2013.804570zbMath1337.62209OpenAlexW2190628971MaRDI QIDQ2807637
Yanlin Tang, Yin-Feng Wang, Xin Sheng Zhang
Publication date: 25 May 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2013.804570
parametric estimationprocess of Ornstein-Uhlenbeck typeGMM with Continuum of Moment Conditions (CGMM)
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