01742nam0 22004333i 450 VAN0027798420240806101549.651N978303103861720240614d2022 |0itac50 baengCH|||| |||||Parameter Estimation in Stochastic Volatility ModelsJaya P. N. BishwalChamSpringer2022xxx, 613 p.ill.24 cmApproximate maximum likelihood methodKW:KAsymptotic TheoryKW:KBerry-Esseen boundsKW:KDiscrete ObservationsKW:KFractional Brownian motionKW:KFractional Levy posesKW:KHigh-frequency dataKW:KIto stochastic differential equationsKW:KLong memoryKW:KMinimum contrast methodKW:KParameter EstimationKW:KPartially observed modelsKW:KStochastic volatility modelsKW:KCHChamVANL001889BishwalJaya P. N.VANV052171472516Springer <editore>VANV108073650ITSOL20241115RICAhttps://doi.org/10.1007/978-3-031-03861-7E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00277984BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-Book 8851 08eMF8851 20240618 Parameter Estimation in Stochastic Volatility Models2905307UNICAMPANIA