Asymptotic theory for linear diffusions under alternative sampling schemes (Q498845)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic theory for linear diffusions under alternative sampling schemes |
scientific article |
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