The use of bias correction versus the jackknife when testing the mean reversion and long term mean parameters in continuous time models
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Publication:2409054
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Cites work
- scientific article; zbMATH DE number 1869269 (Why is no real title available?)
- An equilibrium characterization of the term structure
- Bias in the estimation of mean reversion in continuous-time Lévy processes
- Bias in the estimation of the mean reversion parameter in continuous time models
- Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times
- Confidence intervals for quantile estimation using jackknife techniques
- Finite-sample bias-correction factors for the median absolute deviation
- Improving estimation in speckled imagery
- Parameter estimation and bias correction for diffusion processes
- Two-step jackknife bias reduction for logistic regression mles
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