A simple approach to the parametric estimation of potentially nonstationary diffusions
Year of publication: |
2007
|
---|---|
Authors: | Bandi, Federico M. ; Phillips, Peter C. B. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 137.2007, 2, p. 354-395
|
Subject: | Schätztheorie | Estimation theory | Core | Statistische Verteilung | Statistical distribution |
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