Threshold estimation of Markov models with jumps and interest rate modeling (Q737264)

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Threshold estimation of Markov models with jumps and interest rate modeling
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    title
    Threshold estimation of Markov models with jumps and interest rate modeling (English)
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    author
    Cecilia Mancini
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    Roberto Renò
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    publication date
    10 August 2016
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M05
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    62P05
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    zbMATH DE Number
    6610564
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