Classical Method of Moments for Partially and Discretely Observed Ergodic Models
| Year of publication: |
2005
|
|---|---|
| Authors: | Masuda, Hiroki |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 8.2005, 1, p. 25-50
|
| Publisher: |
Springer |
| Subject: | ergodicity | method of moments | Ornstein-Uhlenbeck process driven by a Lévy process | partially and discretely observed model | stochastic differential equation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005615997