Least Squares Volatility Change Point Estimation for Partially Observed Diffusion Processes
Gregorio, Alessandro De, Iacus, Stefano M.Volume:
37
Language:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610920801919692
Date:
June, 2008
File:
PDF, 130 KB
english, 2008