Parameter Estimation and Reverse Martingales
Year of publication: |
1995-10
|
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Authors: | Björk, Tomas ; Johansson, Bjorn |
Institutions: | Economics Institute for Research (SIR), Handelshögskolan i Stockholm |
Subject: | Parameter estimation | time reversal | martingale theory |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published in Stochastic Processes and their Applications, 1996, pages 235-263 The text is part of a series Working Paper Series in Economics and Finance Number 79 33 pages |
Classification: | C13 - Estimation |
Source: |
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