Testing of the mean reversion parameter in continuous time models
Year of publication: |
2014
|
---|---|
Authors: | Iglesias, Emma M. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 122.2014, 2, p. 187-189
|
Subject: | Least squares | Quasi-maximum likelihood | Continuous record | Estimation | Testing | Bias correction | Schätztheorie | Estimation theory | Systematischer Fehler | Bias | Kleinste-Quadrate-Methode | Least squares method |
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