Asymptotic theory for linear diffusions under alternative sampling schemes
Qiankun Zhou; Jun Yu
| Year of publication: |
2015
|
|---|---|
| Authors: | Zhou, Qiankun ; Yu, Jun |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 128.2015, p. 1-5
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| Subject: | Vasicek model | In-fill asymptotics | Long-span asymptotics | Double asymptotics | Unit root test | Stichprobenerhebung | Sampling | Einheitswurzeltest | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process |
| 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/10011382885