Estimating the parameters of stochastic differential equations (Q1299880): Difference between revisions

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-Kenneth A. Lindsay
@@ Property / author: Kenneth A. Lindsay / rank @@
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+Kenneth A. Lindsay
@@ Property / author: Kenneth A. Lindsay / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Nonparametric Pricing of Interest Rate Derivative Securities
+Normal rank
@@ Property / cites work @@
+Q4230831
@@ Property / cites work: Q4230831 / rank @@
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@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Q4039908
@@ Property / cites work: Q4039908 / rank @@
+Normal rank
@@ Property / cites work @@
+On optimal data-based bandwidth selection in kernel density estimation
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@@ Property / cites work @@
+Stochastic processes and filtering theory
@@ Property / cites work: Stochastic processes and filtering theory / rank @@
+Normal rank
@@ Property / cites work @@
+Q4863755
@@ Property / cites work: Q4863755 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4727203
@@ Property / cites work: Q4727203 / rank @@
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank