Asymptotic theory for linear diffusions under alternative sampling schemes (Q498845)
From MaRDI portal
!
WARNING
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 6486737
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic theory for linear diffusions under alternative sampling schemes |
scientific article; zbMATH DE number 6486737 |
Statements
Asymptotic theory for linear diffusions under alternative sampling schemes (English)
0 references
29 September 2015
0 references
Vasicek model
0 references
in-fill asymptotics
0 references
long-span asymptotics
0 references
double asymptotics
0 references
unit root test
0 references
0 references
0 references
0.7542035579681396
0 references
0.7359273433685303
0 references
0.7329130172729492
0 references
0.73078852891922
0 references
0.7287165522575378
0 references
