Parameter estimation and bias correction for diffusion processes
Year of publication: |
2009
|
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Authors: | Tang, Cheng Yong ; Chen, Song Xi |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 149.2009, 1, p. 65-81
|
Subject: | Systematischer Fehler | Bias | Bootstrap-Verfahren | Bootstrap approach |
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