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"The use of bias correction versus the Jackknife when testing the mean ..."

Emma M. Iglesias, Garry D. A. Phillips (2017)

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DOI: 10.1515/MCMA-2017-0111

access: closed

type: Journal Article

metadata version: 2020-07-03

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  - https://dblp.org/rec/journals/mcma/IglesiasP17
Emma M. Iglesias, Garry D. A. Phillips:
The use of bias correction versus the Jackknife when testing the mean reversion and long term mean parameters in continuous time models. Monte Carlo Methods Appl. 23(3): 159 (2017)

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