On existence of moment of mean reversion estimator in linear diffusion models (Q2442383)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On existence of moment of mean reversion estimator in linear diffusion models |
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On existence of moment of mean reversion estimator in linear diffusion models (English)
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3 April 2014
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expectation
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mean-reversion parameter
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maximum likelihood estimator
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