Bias in estimating multivariate and univariate diffusions
| Year of publication: |
2011
|
|---|---|
| Authors: | Wang, Xiaohu ; Phillips, Peter C.B. ; Yu, Jun |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 161.2011, 2 (1.4.), p. 228-246
|