SSRNOther
Composite Likelihood Estimation for Gaussian Processes
The paper outlines a framework for composite likelihood inference of parametric continuous-time stationary Gaussian processes, focusing on the random log-spot variance of financial asset returns.
Featured in No. 45 on 17 Apr 2024 · 6 days after release
- Released
- 11 Apr 2024
- First featured
- No. 45 · 17 Apr 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4791807
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