IDEAS home Printed from https://ideas.repec.org/a/imx/journl/v2y2003i3p193-201.html
   My bibliography  Save this article

A Drift Estimator For Non-Linear Stochastic Processes

Author

Listed:
  • Erik Honobe

    (Tecnológico de Monterrey, Campus Estado de México)

  • Jonathan Sampson

    (Tecnológico de Monterrey, Campus Estado de México)

Abstract

En este trabajo se presenta un método de estimación para procesos estocásticos no lineales. En particular nos interesa obtener estimadores consistentes en el caso de datos discretos y una prueba de convergencia para éstos. Las aplicaciones de dichos estimadores permite observar si existen tendencias ciclícas y no lineales inherentes a los precios de los activos.

Suggested Citation

  • Erik Honobe & Jonathan Sampson, 2003. "A Drift Estimator For Non-Linear Stochastic Processes," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 2(3), pages 193-201, Septiembr.
    • Handle: RePEc:imx:journl:v:2:y:2003:i:3:p:193-201
    as

    Download full text from publisher

    File URL: http://www.remef.org.mx/index.php/primera/article/view/152
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Estimation; Mathematical Methods;

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:imx:journl:v:2:y:2003:i:3:p:193-201. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ricardo Mendoza (email available below). General contact details of provider: https://www.remef.org.mx/index.php/remef/index .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.