The use of bias correction versus the Jackknife when testing the mean reversion and long term mean parameters in continuous time models

  1. Iglesias, E.M.
  2. Phillips, G.D.A.
Journal:
Monte Carlo Methods and Applications

ISSN: 1569-3961,  0929-9629

Year of publication: 2017

Volume: 23

Issue: 3

Pages: 159-164

Type: Article

DOI: 10.1515/MCMA-2017-0111 GOOGLE SCHOLAR
Data source: Scopus