Parameter estimation and bias correction for diffusion processes
10.1016/j.jeconom.2008.11.001
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Main Authors: | Tang, C.Y., Chen, S.X. |
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Other Authors: | STATISTICS & APPLIED PROBABILITY |
Format: | Article |
Published: |
2014
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/105292 |
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Institution: | National University of Singapore |
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