Asymptotic theory for linear diffusions under alternative sampling schemes (Q498845): Difference between revisions
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Revision as of 01:27, 5 March 2024
scientific article
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English | Asymptotic theory for linear diffusions under alternative sampling schemes |
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Asymptotic theory for linear diffusions under alternative sampling schemes (English)
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29 September 2015
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Vasicek model
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in-fill asymptotics
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long-span asymptotics
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double asymptotics
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unit root test
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