Inference on some parametric functions in the univariate lognormal diffusion process with exogenous factors

Test

Volumn 10, Issue 2, 2001, Pages 357-373

  Gutiérrez, Ramón ^a,b   Román, Patricia ^a   Torres, Francisco ^a  

^a UNIVERSITY OF GRANADA   (Spain)

^b UNIVERSITY OF GRANADA   (Spain)

Author keywords

Minimum variance unbiased estimation; Relative efficiency

Indexed keywords

EID: 0345506677     PISSN: 11330686     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02595702     Document Type: Article

References (20)

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