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

IF 1.1 Q3 STATISTICS & PROBABILITY
Japanese Journal of Statistics and Data Science Pub Date : 2022-07-01 DOI:10.1007/s42081-023-00192-4
M. Bibinger, Patrick Bossert
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基于对数线性模型的抛物型SPDE有效参数估计
本文章由计算机程序翻译，如有差异，请以英文原文为准。
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来源期刊
Japanese Journal of Statistics and Data Science
Japanese Journal of Statistics and Data Science STATISTICS & PROBABILITY-
CiteScore
2.00
自引率
15.40%
发文量
42
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