Spectral estimation of the Lévy density in partially observed affine models (Q544516): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPA.2011.02.001 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPA.2011.02.001 / rank | |||
Normal rank | |||
Latest revision as of 21:04, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral estimation of the Lévy density in partially observed affine models |
scientific article |
Statements
Spectral estimation of the Lévy density in partially observed affine models (English)
0 references
15 June 2011
0 references
affine processes
0 references
mixed-frequency data
0 references
0 references
0 references
