The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models (Q2343755): Difference between revisions
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Revision as of 23:01, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models |
scientific article |
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The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models (English)
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6 May 2015
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bond data
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GMM
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nonlinear filtering
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nonlinear least squares
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SMM
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