Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bibinger, Markus, Bossert, Patrick
Format:	Preprint
Published:	2022
Subjects:	Statistics Theory 62M10, 60H15, 62F12
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2207.00357