On existence of moment of mean reversion estimator in linear diffusion models (Q2442383)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6277996
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On existence of moment of mean reversion estimator in linear diffusion models |
scientific article; zbMATH DE number 6277996 |
Statements
On existence of moment of mean reversion estimator in linear diffusion models (English)
0 references
3 April 2014
0 references
expectation
0 references
mean-reversion parameter
0 references
maximum likelihood estimator
0 references
0.7493028044700623
0 references
0.7426115274429321
0 references
0.740398645401001
0 references
0.7281211614608765
0 references
