Long memory affine term structure models (Q898585)

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Long memory affine term structure models
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    Statements

    title
    Long memory affine term structure models (English)
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    author
    Adam Goliński
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    Paolo Zaffaroni
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    publication date
    18 December 2015
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    zbMATH Keywords
    Gaussian essentially affine model
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    long memory
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    state space
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    P and Q measures
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    Identifiers

    zbMATH DE Number
    6522142
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