The Fisher effect in the presence of time-varying coefficients

DOI10.1016/j.csda.2014.08.015zbMath1466.62173OpenAlexW2005749053MaRDI QIDQ1659137

Ekaterini Panopoulou, Theologos Pantelidis

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://repository.essex.ac.uk/26048/1/fisher_accepted.pdf

zbMATH Keywords

Monte Carlo simulationstime-varying coefficientsco-integration estimatorsFisher effect

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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