Some aspects of modeling and statistical inference for financial models

DOI10.1111/1467-9574.00141zbMath1018.62095OpenAlexW2114807658MaRDI QIDQ4407090

Kacha Dzhaparidze, J. H. van Zanten, P. J. C. Spreij

Publication date: 26 June 2003

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://ir.cwi.nl/pub/1173

zbMATH Keywords

ARCHGARCHlikelihood discretization

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05)

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