Explore The Childhood Onset Pancreatitis With The Support Of Apple (Analysis Of Pediatric Pancreatitis) Multicenter, Observational, Clinical Trial
Pancreatology(2019)
Abstract
We study asymptotic properties of maximum likelihood estimators of drift parameters for a jump-type Heston model based on continuous time observations, where the jump process can be any purely non-Gaussian Lévy process of not necessarily bounded variation with a Lévy measure concentrated on (−1,∞). We prove strong consistency and asymptotic normality for all admissible parameter values except one, where we show only weak consistency and mixed normal (but non-normal) asymptotic behavior. It turns out that the volatility of the price process is a measurable function of the price process. We also present some numerical illustrations to confirm our results.
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Key words
childhood onset pancreatitis,pediatric pancreatitis,apple
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