Adaptive testing in continuous-time diffusion models
Year of publication: |
2004
|
---|---|
Authors: | Gao, Jiti ; King, Maxwell L. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 20.2004, 5, p. 844-882
|
Subject: | Schätztheorie | Estimation theory | Nichtlineare Dynamik | Nonlinear dynamics |
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