A note on Gaussian estimation of the CKLS and CIR models with feedback effects for Japan (Q816779): Difference between revisions

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+Nonrecursive Models as Discrete Approximations to Systems of Stochastic Differential Equations
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+Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models
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+A Theory of the Term Structure of Interest Rates
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+Q2756617
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+Q5560798
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+Gaussian estimation and forecasting of multi-factor term structure models with an application to Japan and the United Kingdom
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