An analysis of Hansen-Scheinkman moment estimators for discretely and randomly sampled diffusions (Q292134)
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scientific article; zbMATH DE number 6592096
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| English | An analysis of Hansen-Scheinkman moment estimators for discretely and randomly sampled diffusions |
scientific article; zbMATH DE number 6592096 |
Statements
An analysis of Hansen-Scheinkman moment estimators for discretely and randomly sampled diffusions (English)
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10 June 2016
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diffusions
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discrete sampling
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random sampling
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moment conditions
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efficiency
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0.8367064595222473
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0.7797397375106812
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0.7797090411186218
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0.7729663252830505
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0.7649133205413818
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