scientific article; zbMATH DE number 6454114

DOI10.3969/j.issn.1005-3085.2014.06.013zbMath1324.62051MaRDI QIDQ5260801

Qingxian Xiao, Jixia Wang

Publication date: 29 June 2015

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

zbMATH Keywords

asymptotic normalitylocal polynomial fittingdiffusion modeltime-dependent parametercomposite quantile regression estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05) Derivative securities (option pricing, hedging, etc.) (91G20)

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