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~institution:"School of Economics, Singapore Management University"
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Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes
Zhou, Qiankun
;
Yu, Jun
-
School of Economics, Singapore Management University
-
2010
The asymptotic distributions of the least squares estimator of the
mean
reversion
parameter (κ) are developed in a …
Persistent link: https://www.econbiz.de/10008725936
Saved in:
2
Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes
Zhou, Qiankun
;
Yu, Jun
-
School of Economics, Singapore Management University
-
2012
The asymptotic distributions of the least squares estimator of the
mean
reversion
parameter (κ) are developed in a …
Persistent link: https://www.econbiz.de/10010539185
Saved in:
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