Iglesias, Emma M.; Phillips, Garry D. A. Further results on pseudo-maximum likelihood estimation and testing in the constant elasticity of variance continuous time model. (English) Zbl 1445.62228 J. Time Ser. Anal. 41, No. 2, 357-364 (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62M10 62G30 60J60 60E15 PDFBibTeX XMLCite \textit{E. M. Iglesias} and \textit{G. D. A. Phillips}, J. Time Ser. Anal. 41, No. 2, 357--364 (2020; Zbl 1445.62228) Full Text: DOI
Iglesias, Emma M.; Phillips, Garry D. A. The use of bias correction versus the jackknife when testing the mean reversion and long term mean parameters in continuous time models. (English) Zbl 1375.60122 Monte Carlo Methods Appl. 23, No. 3, 159-164 (2017). MSC: 60J60 68U20 60G10 PDFBibTeX XMLCite \textit{E. M. Iglesias} and \textit{G. D. A. Phillips}, Monte Carlo Methods Appl. 23, No. 3, 159--164 (2017; Zbl 1375.60122) Full Text: DOI