Parameter Estimation of Parabolic Type Factor Model and Empirical Study of US Treasury Bonds
From MaRDI portal
Publication:3004460
DOI10.1007/0-387-33006-2_19zbMath1341.62072OpenAlexW1494838087MaRDI QIDQ3004460
No author found.
Publication date: 1 June 2011
Published in: IFIP International Federation for Information Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/0-387-33006-2_19
Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10)
Related Items
Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation, PARAMETER ESTIMATION FOR SPDEs WITH MULTIPLICATIVE FRACTIONAL NOISE