Processes with volatility‐induced stationarity: an application for interest rates (Q5438539): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4404205 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fully Nonparametric Estimation of Scalar Diffusion Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinearity and temporal dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3959169 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3923307 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new technique for simulating the likelihood of stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4693053 / rank
 
Normal rank

Latest revision as of 15:52, 27 June 2024

scientific article; zbMATH DE number 5229700
Language Label Description Also known as
English
Processes with volatility‐induced stationarity: an application for interest rates
scientific article; zbMATH DE number 5229700

    Statements

    Processes with volatility‐induced stationarity: an application for interest rates (English)
    0 references
    0 references
    24 January 2008
    0 references
    stochastic differential equations
    0 references
    diffusion processes
    0 references
    parametric estimation
    0 references
    non-parametric estimation
    0 references

    Identifiers