On existence of moment of mean reversion estimator in linear diffusion models
Yong Bao; Aman Ullah; Victoria Zinde-Walsh
| Year of publication: |
2013
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|---|---|
| Authors: | Bao, Yong ; Ullah, Aman ; Zinde-Walsh, Victoria |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 120.2013, 2, p. 146-148
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| Subject: | Expectation | Mean-reversion parameter | MLE | Mean Reversion | Mean reversion | Schätztheorie | Estimation theory | Schätzung | Estimation | Erwartungsbildung | Expectation formation |
| 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/10010127806