On autoregressive measurement errors in a two-factor model
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Publication:6630459
DOI10.1007/978-3-031-47417-0_19zbMATH Open1548.91121MaRDI QIDQ6630459
Stefan Trück, Nino E. Kordzakhia, Junsong Han, Pavel V. Shevchenko
Publication date: 31 October 2024
Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and prediction (62M20) Derivative securities (option pricing, hedging, etc.) (91G20)
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