Bias in the estimation of mean reversion in continuous-time Lévy processes (Q529799): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.econlet.2015.06.002 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.ECONLET.2015.06.002 / rank | |||
Normal rank | |||
Revision as of 03:38, 9 December 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
9 June 2017
0 references
bias
0 references
mean reversion parameter
0 references
Lévy processes
0 references
