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

ანოტაცია

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

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როგორ უნდა ციტირება
Toronjadze, T. (2023). Stochastic Volatility Model with Small Randomness. Construction of CULAN Estimators. ბიზნესის ადმინისტრირება, სამეცნიერო შრომების კრებული, 8(b). https://doi.org/10.62232/barp.8.2023.7433
გამოცემა
ტომ. 8 No. b (2023): Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences VIII
სექცია
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