Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate (Q782628): Difference between revisions
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| Property / author: Yan-Yong Zhao / rank | |||
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| Property / full work available at URL: https://doi.org/10.1007/s00180-019-00875-1 / rank | |||
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Latest revision as of 23:20, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate |
scientific article |
Statements
Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate (English)
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28 July 2020
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local likelihood density estimation
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pseudo likelihood estimation
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jump diffusion model
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bootstrap
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short-term interest rate
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