The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models (Q2343755)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models |
scientific article |
Statements
The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models (English)
0 references
6 May 2015
0 references
bond data
0 references
GMM
0 references
nonlinear filtering
0 references
nonlinear least squares
0 references
SMM
0 references
