Pages that link to "Item:Q529799"
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The following pages link to Bias in the estimation of mean reversion in continuous-time Lévy processes (Q529799):
Displaying 2 items.
- The use of bias correction versus the jackknife when testing the mean reversion and long term mean parameters in continuous time models (Q2409054) (← links)
- Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model (Q5111850) (← links)