An analysis of Hansen-Scheinkman moment estimators for discretely and randomly sampled diffusions
Year of publication: |
2008
|
---|---|
Authors: | Aït-Sahalia, Yacine ; Mykland, Per A. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 144.2008, 1, p. 1-26
|
Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory |
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