
Continuous Record Asymptotics for Rolling Sample Variance Estimators
Author(s) -
Dean P. Foster,
Daniel B. Nelson
Publication year - 1994
Language(s) - Uncategorized
Resource type - Reports
DOI - 10.3386/t0163
Subject(s) - estimator , variance (accounting) , sample (material) , statistics , mathematics , econometrics , geography , economics , physics , thermodynamics , accounting