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.
Revista:
Monte Carlo Methods and Applications

ISSN: 1569-3961 0929-9629

Ano de publicación: 2017

Volume: 23

Número: 3

Páxinas: 159-164

Tipo: Artigo

DOI: 10.1515/MCMA-2017-0111 GOOGLE SCHOLAR