Stochastic Volatility Model with Small Randomness. Construction of CULAN Estimators

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T. Toronjadze
Georgian American University; A. Razmadze Mathematical Institute of I. Javakhishvili Tbilisi State University

Abstract

CULAN (consistent uniformly linear asymptotically normal) estimators is one of the most important class of estimators in robust statistics. Construction of such estimators for stochastic volatility model with small randomness is a goal of the present paper.

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Keywords:
Stochastic volatility, small randomness, CULAN estimators
Published: Dec 28, 2023
DOI: https://doi.org/10.62232/barp.8.2023.7433

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How to Cite
Toronjadze, T. (2023). Stochastic Volatility Model with Small Randomness. Construction of CULAN Estimators. Business Administration Research Papers, 8(b). https://doi.org/10.62232/barp.8.2023.7433
Issue
Vol. 8 No. b (2023): Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences VIII
Section
Conference Materials
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