Bias in the estimation of the mean reversion parameter in continuous time models (Q527981)
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scientific article; zbMATH DE number 6714720
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias in the estimation of the mean reversion parameter in continuous time models |
scientific article; zbMATH DE number 6714720 |
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Bias in the estimation of the mean reversion parameter in continuous time models (English)
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12 May 2017
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least squares
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maximum likelihood
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discrete sampling
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continuous record
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near unit root
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