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

@@ 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 @@
+Normal rank

Revision as of 07:32, 1 July 2023