An analysis of Hansen-Scheinkman moment estimators for discretely and randomly sampled diffusions
Yacine Ai͏̈t-Sahalia; Per A. Mykland
| Year of publication: |
2008
|
|---|---|
| Authors: | Aït-Sahalia, Yacine ; Mykland, Per A. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 144.2008, 1, p. 1-26
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| Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory |
| 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/10003723575