Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate (Q782628): Difference between revisions

From MaRDI portal
Changed an Item
Created claim: Wikidata QID (P12): Q128309077, #quickstatements; #temporary_batch_1723473115199
 
(4 intermediate revisions by 4 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: CML / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s00180-019-00875-1 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2919086915 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robustness of Bayesian D-optimal design for the logistic mixed model against misspecification of autocorrelation / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the functional estimation of jump-diffusion models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Theory of the Term Structure of Interest Rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: The surprise element: Jumps in interest rates. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4450669 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Reexamination of Diffusion Estimators With Applications to Financial Model Validation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local partial-likelihood estimation for lifetime data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3851439 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4739659 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-maximum likelihood estimation for conditional quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4076577 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local likelihood density estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixture Densities, Maximum Likelihood and the EM Algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constrained maximum likelihood / rank
 
Normal rank
Property / cites work
 
Property / cites work: An equilibrium characterization of the term structure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4044015 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum Likelihood Estimation of Linear Models for Longitudinal Data with Inequality Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5323644 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum Likelihood Estimation in Semiparametric Regression Models with Censored Data / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q128309077 / rank
 
Normal rank

Latest revision as of 15:35, 12 August 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)
    0 references
    0 references
    0 references
    0 references
    28 July 2020
    0 references
    local likelihood density estimation
    0 references
    pseudo likelihood estimation
    0 references
    jump diffusion model
    0 references
    bootstrap
    0 references
    short-term interest rate
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references