Estimation of Diffusions using Wavelet scaling methods
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References listed on IDEAS
- repec:cup:etheor:v:13:y:1997:i:3:p:430-61 is not listed on IDEAS
- Overbeck, Ludger & Rydén, Tobias, 1997. "Estimation in the Cox-Ingersoll-Ross Model," Econometric Theory, Cambridge University Press, vol. 13(03), pages 430-461, June.
- E. Roy Weintraub, 1992. "Introduction," History of Political Economy, Duke University Press, vol. 24(5), pages 3-12, Supplemen.
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KeywordsOrnstein-Uhlenbeck process; CIR model; Wavelet transform;
- C0 - Mathematical and Quantitative Methods - - General
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- G0 - Financial Economics - - General
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