Bias in the estimation of the mean reversion parameter in continuous time models
type: Item
instance of: scholarly article
title: Bias in the estimation of the mean reversion parameter in continuous time models
zbMATH Open document ID: 1443.62225
author: Jun Yu
published in: Journal of Econometrics
publication date: 2017-05-12T00:00:00Z
full work available at URL: https://ink.library.smu.edu.sg/soe_research/1152
full work available at URL: S030440761200005X
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6714720
zbMATH Keywords: least squares
zbMATH Keywords: maximum likelihood
zbMATH Keywords: discrete sampling
zbMATH Keywords: continuous record
zbMATH Keywords: near unit root
MaRDI profile type: Publication
OpenAlex ID: W2129779124
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DOI: 10.1016/J.JECONOM.2012.01.004
description: scientific article; zbMATH DE number 6714720