STATIONARY PROCESSES THAT LOOK LIKE RANDOM WALKS THE BOUNDED RANDOM WALK PROCESS IN DISCRETE AND CONTINUOUS TIME
Year of publication: |
2002
|
---|---|
Authors: | Nicolau, Jo o |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 18.2002, 01, p. 99-118
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
Saved in favorites
Similar items by person
-
BIAS REDUCTION IN NONPARAMETRIC DIFFUSION COEFFICIENT ESTIMATION
Nicolau, Jo o, (2003)
-
NONPARAMETRIC ESTIMATION OF SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS
Nicolau, Jo o, (2007)
- More ...