Testing of the mean reversion parameter in continuous time models
Emma M. Iglesias
| Year of publication: |
2014
|
|---|---|
| Authors: | Iglesias, Emma M. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 122.2014, 2, p. 187-189
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| Subject: | Least squares | Quasi-maximum likelihood | Continuous record | Estimation | Testing | Bias correction | Schätztheorie | Estimation theory | Systematischer Fehler | Bias | Mean Reversion | Mean reversion | Zeitreihenanalyse | Time series analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| 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/10010395196