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

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+Q3703094
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+FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS
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+Processes of normal inverse Gaussian type
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+The Pricing of Options and Corporate Liabilities
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+A Theory of the Term Structure of Interest Rates
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+Parameter estimation and bias correction for diffusion processes
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+An equilibrium characterization of the term structure
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+Bias in the estimation of the mean reversion parameter in continuous time models
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