Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate (Q782628)

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Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate
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    Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate (English)
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    28 July 2020
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    local likelihood density estimation
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    pseudo likelihood estimation
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    jump diffusion model
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    bootstrap
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    short-term interest rate
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