Further Results on Pseudo-Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model

  1. Iglesias, E.M.
  2. Phillips, G.D.A.
Journal:
Journal of Time Series Analysis

ISSN: 1467-9892,  0143-9782

Year of publication: 2020

Volume: 41

Issue: 2

Pages: 357-364

Type: Article

DOI: 10.1111/JTSA.12499 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus