Bias in the estimation of the mean reversion parameter in continuous time models
Year of publication: |
2012
|
---|---|
Authors: | Yu, Jun |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 169.2012, 1, p. 114-122
|
Publisher: |
Elsevier |
Subject: | Least squares | Maximum likelihood | Discrete sampling | Continuous record | Near unit root |
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