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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Latest revision as of 01:56, 10 July 2024

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The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models
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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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