Parameter estimation and bias correction for diffusion processes
From MaRDI portal
Publication:302098
DOI10.1016/j.jeconom.2008.11.001zbMath1429.62370OpenAlexW2165978176MaRDI QIDQ302098
Publication date: 4 July 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.11.001
Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05) Bootstrap, jackknife and other resampling methods (62F40) Diffusion processes (60J60)
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