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Parameter Estimation of Gaussian Stationary Processes using the Generalized Method of Moments

21 April 2016

Papers citing "Parameter Estimation of Gaussian Stationary Processes using the Generalized Method of Moments"

4 / 4 papers shown

Title
Asymptotic normality of simultaneous estimators of cyclic long-memory processes Antoine Ayache Myriam Fradon R. Nanayakkara Andriy Olenko 29 6 0 12 Nov 2020
A GMM approach to estimate the roughness of stochastic volatility Anine Eg Bolko Kim Christensen Mikko S. Pakkanen Bezirgen Veliyev 51 34 0 09 Oct 2020
Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process Fabian Mies 59 10 0 19 Jun 2019
Statistical inference for Vasicek-type model driven by Hermite processes I. Nourdin T. T. Diu Tran 37 42 0 16 Dec 2017