Estimation in Two Classes of Semiparametric Diffusion Models
Year of publication: |
2004
|
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Authors: | Kristensen, Dennis |
Publisher: |
[S.l.] : SSRN |
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (76 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 10, 2004 erstellt |
Other identifiers: | 10.2139/ssrn.556446 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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