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Simulation of the CEV process...
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Estimation theory
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Fast maximum likelihood estimation of parameters for square root and Bessel processes
Fergusson, Kevin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 143-170
Persistent link: https://www.econbiz.de/10012657679
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Sequential unit root test for first-order autoregressive processes with initial values
Jin, Jianwei
;
Nagai, Keiji
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2022
Persistent link: https://www.econbiz.de/10014284764
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