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Efficient parameter estimation for parabolic SPDEs based on..:
Bibinger, Markus
;
Bossert, Patrick
Japanese Journal of Statistics and Data Science. 6 (2023) 1 - p. 407-429 , 2023
Link:
https://doi.org/10.1007/s42081-023-00192-4
RT Journal T1 <Title>Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_s42081-023-00192-4&Exemplar=1&LAN=DE A1 Bibinger, Markus A1 Bossert, Patrick PB Springer Science and Business Media LLC YR 2023 SN 2520-8756 SN 2520-8764 JF Japanese Journal of Statistics and Data Science VO 6 IS 1 SP 407 OP 429 LK http://dx.doi.org/https://doi.org/10.1007/s42081-023-00192-4 DO https://doi.org/10.1007/s42081-023-00192-4 SF ELIB - SuUB Bremen
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