Asymptotic theory for linear diffusions under alternative sampling schemes (Q498845)
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scientific article; zbMATH DE number 6486737
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| English | Asymptotic theory for linear diffusions under alternative sampling schemes |
scientific article; zbMATH DE number 6486737 |
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Asymptotic theory for linear diffusions under alternative sampling schemes (English)
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29 September 2015
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Vasicek model
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in-fill asymptotics
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long-span asymptotics
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double asymptotics
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unit root test
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0.7542035579681396
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0.7359273433685303
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0.7329130172729492
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0.73078852891922
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0.7287165522575378
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