Asymptotics for recurrent diffusions with application to high frequency regression
Jihyun Kim, Joon Y. Park
| Year of publication: |
January 2017
|
|---|---|
| Authors: | Kim, Jihyun ; Park, Joon Y. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 196.2017, 1, p. 37-54
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| Subject: | Diffusion | Positive and null recurrences | Asymptotics | Limit distribution | Continuous time regression | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Innovationsdiffusion | Innovation diffusion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.12.019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011743485