Pages that link to "Item:Q527981"
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The following pages link to Bias in the estimation of the mean reversion parameter in continuous time models (Q527981):
Displaying 22 items.
- Asymptotic theory for linear diffusions under alternative sampling schemes (Q498845) (← links)
- Bias in the estimation of mean reversion in continuous-time Lévy processes (Q529799) (← links)
- Three \(l_1\) based nonconvex methods in constructing sparse mean reverting portfolios (Q1635895) (← links)
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- Parameter estimation in mean reversion processes with deterministic long-term trend (Q1658013) (← links)
- Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias (Q1734558) (← links)
- Nearly weighted risk minimal unbiased estimation (Q1740270) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- New distribution theory for the estimation of structural break point in mean (Q1754516) (← links)
- Transient dynamics of Pearson diffusions facilitates estimation of rate parameters (Q2207721) (← links)
- Gaussian estimation of one-factor mean reversion processes (Q2260564) (← links)
- Optimal jackknife for unit root models (Q2344879) (← links)
- Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process (Q2405678) (← links)
- The use of bias correction versus the jackknife when testing the mean reversion and long term mean parameters in continuous time models (Q2409054) (← links)
- On existence of moment of mean reversion estimator in linear diffusion models (Q2442383) (← links)
- Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
- Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
- ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS (Q2878817) (← links)
- Enhanced equity-credit modelling for contingent convertibles (Q4554224) (← links)
- Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model (Q5111850) (← links)
- Optimal adaptive sampling for a symmetric two-state continuous time Markov chain (Q5860998) (← links)
- In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
