A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions
Year of publication: |
2005
|
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Authors: | Bandi, Federico M. ; Phillips, Peter C. B. |
Publisher: |
[S.l.] : SSRN |
Subject: | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Core |
Extent: | 1 Online-Ressource (50 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 2005 erstellt |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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