Shanchao Yang, Zhiyong Li, Jiaying Xie, Shuyi Luo, Xin Yang
{"title":"针对高频数据的瓦西切克综合扩散过程对比度估算","authors":"Shanchao Yang, Zhiyong Li, Jiaying Xie, Shuyi Luo, Xin Yang","doi":"10.1080/03610918.2024.2337077","DOIUrl":null,"url":null,"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...","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-04-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Contrast estimation of the Vasicek integrated diffusion process for high-frequency data\",\"authors\":\"Shanchao Yang, Zhiyong Li, Jiaying Xie, Shuyi Luo, Xin Yang\",\"doi\":\"10.1080/03610918.2024.2337077\",\"DOIUrl\":null,\"url\":null,\"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...\",\"PeriodicalId\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2024-04-09\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/03610918.2024.2337077\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/03610918.2024.2337077","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Contrast estimation of the Vasicek integrated diffusion process for high-frequency data
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...
分享
京公网安备 11010802042870号
京ICP备2023020795号-1
求助内容：
应助结果提醒方式：
扫码关注我们
