Pages that link to "Item:Q529799"
From MaRDI portal
The following pages link to Bias in the estimation of mean reversion in continuous-time Lévy processes (Q529799):
Displaying 5 items.
- Bias in the estimation of the mean reversion parameter in continuous time models (Q527981) (← links)
- Bias in estimating multivariate and univariate diffusions (Q530603) (← links)
- The use of bias correction versus the jackknife when testing the mean reversion and long term mean parameters in continuous time models (Q2409054) (← links)
- Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661) (← links)
- Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model (Q5111850) (← links)
