The use of bias correction versus the jackknife when testing the mean reversion and long term mean parameters in continuous time models (Q2409054)
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scientific article; zbMATH DE number 6789167
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| English | The use of bias correction versus the jackknife when testing the mean reversion and long term mean parameters in continuous time models |
scientific article; zbMATH DE number 6789167 |
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The use of bias correction versus the jackknife when testing the mean reversion and long term mean parameters in continuous time models (English)
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10 October 2017
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least squares
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maximum likelihood
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continuous record
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testing
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bias correction
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diffusion processes
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0.8365000486373901
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0.8047944903373718
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0.7607759237289429
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0.7374714016914368
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0.7354480028152466
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