Bias in the estimation of mean reversion in continuous-time Lévy processes (Q529799)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bias in the estimation of mean reversion in continuous-time Lévy processes |
scientific article; zbMATH DE number 6728401
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias in the estimation of mean reversion in continuous-time Lévy processes |
scientific article; zbMATH DE number 6728401 |
Statements
Bias in the estimation of mean reversion in continuous-time Lévy processes (English)
0 references
9 June 2017
0 references
bias
0 references
mean reversion parameter
0 references
Lévy processes
0 references
