Bias in the estimation of mean reversion in continuous-time Lévy processes (Q529799): Difference between revisions

@@ Property / DOI @@
-.1016/j.econlet.2015.06.002
@@ Property / DOI: 10.1016/j.econlet.2015.06.002 / rank @@
-Normal rank
@@ Property / author @@
-Yong Bao
@@ Property / author: Yong Bao / rank @@
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@@ Property / author @@
-Yun Wang
@@ Property / author: Yun Wang / rank @@
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@@ Property / author @@
-Jun Yu
@@ Property / author: Jun Yu / rank @@
-Normal rank
@@ Property / author @@
+Yong Bao
@@ Property / author: Yong Bao / rank @@
+Normal rank
@@ Property / author @@
+Yun Wang
@@ Property / author: Yun Wang / rank @@
+Normal rank
@@ Property / author @@
+Jun Yu
@@ Property / author: Jun Yu / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F10
@@ Property / Mathematics Subject Classification ID: 62F10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G51
@@ Property / Mathematics Subject Classification ID: 60G51 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6728401
@@ Property / zbMATH DE Number: 6728401 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+bias
@@ Property / zbMATH Keywords: bias / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+mean reversion parameter
@@ Property / zbMATH Keywords: mean reversion parameter / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lévy processes
@@ Property / zbMATH Keywords: Lévy processes / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W626215514
@@ Property / OpenAlex ID: W626215514 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3703094
@@ Property / cites work: Q3703094 / rank @@
+Normal rank
@@ Property / cites work @@
+FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS
+Normal rank
@@ Property / cites work @@
+Processes of normal inverse Gaussian type
@@ Property / cites work: Processes of normal inverse Gaussian type / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance
+Normal rank
@@ Property / cites work @@
+Parameter estimation and bias correction for diffusion processes
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ Property / cites work @@
+Bias in the estimation of the mean reversion parameter in continuous time models
+Normal rank
@@ Property / DOI @@
+.1016/J.ECONLET.2015.06.002
@@ Property / DOI: 10.1016/J.ECONLET.2015.06.002 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:529799