A simple approach to the parametric estimation of potentially nonstationary diffusions
Federico M. Bandi, Peter C. B. Phillips
| Year of publication: |
2007
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|---|---|
| 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
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| Subject: | Schätztheorie | Estimation theory | Core | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003441769