Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes
Year of publication: |
2012-01
|
---|---|
Authors: | Zhou, Qiankun ; Yu, Jun |
Institutions: | School of Economics, Singapore Management University |
Subject: | Vasicek Model | One-factor Model | Mean Reversion | In-fill Asymptotics | Long-span Asymptotics | Unit Root Test |
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