The use of bias correction versus the Jackknife when...

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

Iglesias, Emma M., Phillips, Garry D. A.
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Volume:
23
Language:
english
Journal:
Monte Carlo Methods and Applications
DOI:
10.1515/mcma-2017-0111
File:
PDF, 839 KB
english
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