Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Verónica M. Gallego"'
Publikováno v:
Journal of Probability and Statistics, Vol 2016 (2016)
This paper describes a procedure based on maximum likelihood technique in two phases for estimating the parameters in mean reversion processes when the long-term trend is defined by a continued deterministic function. Closed formulas for the estimato
Externí odkaz:
https://doaj.org/article/597701ca50234e9781adf57951514723