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

From MaRDI portal
Set OpenAlex properties.
m rollbackEdits.php mass rollback
Tag: Rollback
Property / OpenAlex ID
 
Property / OpenAlex ID: W626215514 / rank
Normal rank
 

Revision as of 16:27, 19 March 2024

scientific article
Language Label Description Also known as
English
Bias in the estimation of mean reversion in continuous-time Lévy processes
scientific article

    Statements

    Bias in the estimation of mean reversion in continuous-time Lévy processes (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    9 June 2017
    0 references
    bias
    0 references
    mean reversion parameter
    0 references
    Lévy processes
    0 references

    Identifiers