A global consistency result for the two-dimensional Pareto distribution in the presence of misspecified inflation
| Year of publication: |
2010
|
|---|---|
| Authors: | Grandits, Peter ; Temnov, Grigory |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 14.2010, 4, p. 569-591
|
| Publisher: |
Springer |
| Subject: | ML estimation | Global consistency | Pareto distribution | Misspecified model | Inflation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008775838