Title of article
Consistent estimation in regression models for the drift function in some continuous time models
Author/Authors
Myung Suk Kim، نويسنده , , Suojin Wang، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
10
From page
2682
To page
2691
Keywords
Consistent estimation , Continuous time model , Drift function , Stochastic volatility model , U.S. Treasury Bill yields
Journal title
Computational Statistics and Data Analysis
Serial Year
2008
Journal title
Computational Statistics and Data Analysis
Record number
308395
Link To Document