Estimating functions for discretely sampled diffusion-type models

Keyphrases

• Diffusion Type 100%
• Discretely Sampled Diffusions 100%
• Estimating Function 100%
• Jump Diffusion 16%
• High-frequency Sampling 16%
• Diffusion Model 16%
• Less Computation 16%
• Ordinary Diffusion 16%
• Function Approach 16%
• Martingale Estimating Functions 16%
• Stochastic Volatility Model with Jumps 16%
• Stochastic Volatility Model 16%
• Optimal Estimator 16%
• Efficient Estimator 16%

Mathematics

• Type Model 100%
• Estimating Function 100%
• Stochastic Volatility Model 28%
• Diffusion Model 14%
• time point η 14%
• Asymptotic Property 14%
• Asymptotics 14%
• Optimal Estimator 14%