Asymptotic theory for linear diffusions under alternative sampling schemes (Q498845)

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scientific article; zbMATH DE number 6486737
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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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