Double Asymptotics for an Explosive Continuous Time Model
This paper develops a double asymptotic limit theory for the persistent parameter (θ) in an explosive continuous time model with a large number of time span (N) and a small number of sampling interval (h). The limit theory allows for the joint limits where N → ∞ and h → 0 simultaneously, the sequent...
Saved in:
| Main Authors: | , |
|---|---|
| 格式: | text |
| 語言: | English |
| 出版: |
Institutional Knowledge at Singapore Management University
2011
|
| 主題: | |
| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/1319 https://ink.library.smu.edu.sg/context/soe_research/article/2318/viewcontent/doubleasymptotics08.pdf |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|