Estimation for the change point of the volatility in a stochastic differential equation

Stefano Iacus, Nakahiro Yoshida

Year of publication:	giugno 2009
Authors:	Iacus, Stefano Maria ; Yoshida, Nakahiro
Publisher:	Milano : Università degli Studi di Milano, Dipartimento di Scienze Economiche, Aziendali e Statistiche
Subject:	Ito processes \| discrete time observations \| change point estimation \| volatility \| Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Schätztheorie \| Estimation theory \| Schätzung \| Estimation \| Analysis \| Mathematical analysis

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