Bias in the estimation of the mean reversion parameter in continuous time models
Year of publication: |
2012
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Authors: | Yu, Jun |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 169.2012, 1, p. 114-122
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Subject: | Schätztheorie | Estimation theory | Systematischer Fehler | Bias | Mean Reversion | Mean reversion |
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