Comparison of II, MoM and OPB estimators for COGARCH(1,1)
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https://zenodo.org/record/14281314
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资源简介：
Analysis of finite sample properties for the proposed indirect inference estimator and two benchmark estimators, the method of moment estimator, and the optimal prediction-based estimator. The dataset contains the simulation results given in Table 1 of do Rêgo Sousa T, Haug S, Klüppelberg C. Indirect Inference for Lévy-driven continuous-time GARCH models. Scand J Statist. 2019;1–37.
创建时间：
2024-12-05
