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person:"Ebner, Markus"
type_genre:"Hochschulschrift"
~person:"Ullah, Aman"
~subject:"Mean reversion"
~type_genre:"Aufsatz in Zeitschrift"
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Mean reversion
Estimation theory
48
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13
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13
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7
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Bao, Yong
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Distribution of the mean reversion estimator in the Ornstein-Uhlenbeck process
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 1039-1056
Persistent link: https://www.econbiz.de/10011795564
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2
On existence of moment of mean reversion estimator in linear diffusion models
Bao, Yong
;
Ullah, Aman
;
Zinde-Walsh, Victoria
- In:
Economics letters
120
(
2013
)
2
,
pp. 146-148
Persistent link: https://www.econbiz.de/10010127806
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