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Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models.

Emanuele TauferNikolai LeonenkoMarco Bee
Published in: Comput. Stat. Data Anal. (2011)
Keyphrases
  • model selection
  • probabilistic model
  • image segmentation
  • parameter estimation
  • autoregressive
  • noise model