Spectral estimation of the Lévy density in partially observed affine models (Q544516): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M05 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60F15 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60J25 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G70 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 5908032 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
affine processes | |||
| Property / zbMATH Keywords: affine processes / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
mixed-frequency data | |||
| Property / zbMATH Keywords: mixed-frequency data / rank | |||
Normal rank | |||
Revision as of 11:06, 1 July 2023
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
