Testing diffusion processes for non-stationarity
Year of publication: |
2009
|
---|---|
Authors: | Hamrick, Jeff ; Taqqu, Murad |
Published in: |
Computational Statistics. - Springer. - Vol. 69.2009, 3, p. 509-551
|
Publisher: |
Springer |
Subject: | Nonparametric estimation | Diffusions | Purchasing power parity | Exchange rates | Stationarity |
-
Testing diffusion processes for non-stationarity
Hamrick, Jeff, (2009)
-
Hernández, Julián Ramajo,
-
Matsuki, Takashi, (2013)
- More ...
-
Testing diffusion processes for non-stationarity
Hamrick, Jeff, (2009)
-
Maximum penalized quasi-likelihood estimation of the diffusion function
Hamrick, Jeff, (2010)
-
Testing diffusion processes for non-stationarity
Hamrick, Jeff, (2009)
- More ...