Asymptotics for recurrent diffusions with application to high frequency regression
Year of publication: |
January 2017
|
---|---|
Authors: | Kim, Jihyun ; Park, Joon Y. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 196.2017, 1, p. 37-54
|
Subject: | Diffusion | Positive and null recurrences | Asymptotics | Limit distribution | Continuous time regression | Innovationsdiffusion | Innovation diffusion | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
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