LEADER 01740nam0 22004333i 450 001 VAN0277984 005 20240614091941.189 017 70$2N$a9783031038617 100 $a20240614d2022 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aParameter Estimation in Stochastic Volatility Models$fJaya P. N. Bishwal 210 $aCham$cSpringer$d2022 215 $axxx, 613 p.$cill.$d24 cm 610 $aApproximate maximum likelihood method$9KW:K 610 $aAsymptotic Theory$9KW:K 610 $aBerry-Esseen bounds$9KW:K 610 $aDiscrete Observations$9KW:K 610 $aFractional Brownian motion$9KW:K 610 $aFractional Levy poses$9KW:K 610 $aHigh-frequency data$9KW:K 610 $aIto stochastic differential equations$9KW:K 610 $aLong memory$9KW:K 610 $aMinimum contrast method$9KW:K 610 $aParameter Estimation$9KW:K 610 $aPartially observed models$9KW:K 610 $aStochastic volatility models$9KW:K 620 $aCH$dCham$3VANL001889 700 1$aBishwal$bJaya P. N.$3VANV052171$0472516 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240621$gRICA 856 4 $uhttps://doi.org/10.1007/978-3-031-03861-7$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN0277984 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-Book 8851 $e08eMF8851 20240618 996 $aParameter Estimation in Stochastic Volatility Models$92905307 997 $aUNICAMPANIA