Parameter estimation and bias correction for diffusion processes

Parameter estimation and bias correction for diffusion processes

10.1016/j.jeconom.2008.11.001

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Bibliographic Details
Main Authors: Tang, C.Y., Chen, S.X.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Bias correction
Bootstrap
Continuous-time models
Diffusion processes
Jackknife
Parameter estimation
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105292
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Institution: National University of Singapore
id sg-nus-scholar.10635-105292
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spelling sg-nus-scholar.10635-1052922024-11-11T19:43:22Z Parameter estimation and bias correction for diffusion processes Tang, C.Y. Chen, S.X. STATISTICS & APPLIED PROBABILITY Bias correction Bootstrap Continuous-time models Diffusion processes Jackknife Parameter estimation 10.1016/j.jeconom.2008.11.001 Journal of Econometrics 149 1 65-81 JECMB 2014-10-28T05:14:12Z 2014-10-28T05:14:12Z 2009-04 Article Tang, C.Y., Chen, S.X. (2009-04). Parameter estimation and bias correction for diffusion processes. Journal of Econometrics 149 (1) : 65-81. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jeconom.2008.11.001 03044076 http://scholarbank.nus.edu.sg/handle/10635/105292 000265468700005 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Bias correction
Bootstrap
Continuous-time models
Diffusion processes
Jackknife
Parameter estimation
spellingShingle Bias correction
Bootstrap
Continuous-time models
Diffusion processes
Jackknife
Parameter estimation
Tang, C.Y.
Chen, S.X.
Parameter estimation and bias correction for diffusion processes
description 10.1016/j.jeconom.2008.11.001
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
Tang, C.Y.
Chen, S.X.
format Article
author Tang, C.Y.
Chen, S.X.
author_sort Tang, C.Y.
title Parameter estimation and bias correction for diffusion processes
title_short Parameter estimation and bias correction for diffusion processes
title_full Parameter estimation and bias correction for diffusion processes
title_fullStr Parameter estimation and bias correction for diffusion processes
title_full_unstemmed Parameter estimation and bias correction for diffusion processes
title_sort parameter estimation and bias correction for diffusion processes
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/105292
_version_ 1821203704131354624

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