Bias in the estimation of the mean reversion parameter in continuous time models
Jun Yu
| Year of publication: |
2012
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|---|---|
| Authors: | Yu, Jun |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 169.2012, 1, p. 114-122
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| Subject: | Schätztheorie | Estimation theory | Mean Reversion | Mean reversion | Systematischer Fehler | Bias | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| 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/10009666687