Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

scientific article

From MaRDI portal
Publication:2815324
Jump to:navigation, search

zbMath1349.65050MaRDI QIDQ2815324

Gradimir V. Milovanović, Biljana Č. Popović, Vladica S. Stojanović

Publication date: 27 June 2016


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical integrationcubature formulasparameter estimationsstochastic volatility modelsEmpirical Characteristic Function method


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical methods (including Monte Carlo methods) (91G60) Point estimation (62F10) Numerical quadrature and cubature formulas (65D32)


Related Items (2)

A class of polynomials and connections with Bernoulli's numbers ⋮ Indirect inference for time series using the empirical characteristic function and control variates






This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:2815324&oldid=15731715"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 3 February 2024, at 18:09.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki