Guaranteed estimation of parameters in generalized Paul Samuelson model (Q2850857)
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 6213075
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Guaranteed estimation of parameters in generalized Paul Samuelson model |
scientific article; zbMATH DE number 6213075 |
Statements
1 October 2013
0 references
Samuelson model
0 references
Ornstein-Uhlenbeck
0 references
exponential estimate
0 references
martingales
0 references
Guaranteed estimation of parameters in generalized Paul Samuelson model (English)
0 references
0.8130369782447815
0 references
0.7323299646377563
0 references
0.7094768285751343
0 references