Contrast estimation of the Vasicek integrated diffusion process for high-frequency data

Pub Date : 2024-04-09 DOI:10.1080/03610918.2024.2337077
Shanchao Yang, Zhiyong Li, Jiaying Xie, Shuyi Luo, Xin Yang
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Abstract

The purpose of this paper is to study the parameter estimation of the Vasicek integrated diffusion process. Based on the contrast function, the parameter contrast estimators of the Vasicek integrat...
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针对高频数据的瓦西切克综合扩散过程对比度估算
本文旨在研究 Vasicek 集成扩散过程的参数估计。基于对比度函数,Vasicek 积分扩散过程的参数对比度估算器可用于估算 Vasicek 积分扩散过程。
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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