Asymptotic theory for linear diffusions under alternative sampling schemes (Q498845)
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scientific article; zbMATH DE number 6486737
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic theory for linear diffusions under alternative sampling schemes |
scientific article; zbMATH DE number 6486737 |
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Asymptotic theory for linear diffusions under alternative sampling schemes (English)
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29 September 2015
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Vasicek model
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in-fill asymptotics
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long-span asymptotics
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double asymptotics
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unit root test
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