Drift and volatility estimation in discrete time
| Year of publication: |
1998
|
|---|---|
| Authors: | Elliott, Robert J. ; Hunter, William C. ; Jamieson, Barbara M. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 22.1998, 2, p. 209-218
|
| Publisher: |
Elsevier |