On existence of moment of mean reversion estimator in linear diffusion models
Year of publication: |
2013
|
---|---|
Authors: | Bao, Yong ; Ullah, Aman ; Zinde-Walsh, Victoria |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 120.2013, 2, p. 146-148
|
Publisher: |
Elsevier |
Subject: | Expectation | Mean-reversion parameter | MLE |
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