Pages that link to "Item:Q2409054"
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The following pages link to The use of bias correction versus the jackknife when testing the mean reversion and long term mean parameters in continuous time models (Q2409054):
Displaying 3 items.
- Bias in the estimation of the mean reversion parameter in continuous time models (Q527981) (← links)
- Bias in the estimation of mean reversion in continuous-time Lévy processes (Q529799) (← links)
- Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)