カルマン・フィルターによるRealized Stochastic Volatilityモデルの疑似最尤推定について

DOI10.11329/jjssj.48.215OpenAlexW2979111347MaRDI QIDQ5011476

Manabu Asai

Publication date: 27 August 2021

Full work available at URL: http://altmetrics.ceek.jp/article/www.jstage.jst.go.jp/article/jjssj/48/2/48_215/_article/-char/ja/

Mathematics Subject Classification ID

Statistics (62-XX)

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