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 |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: Matlab / rank | |||
Normal rank |
Revision as of 17:26, 28 February 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
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