Spectral estimation of the Lévy density in partially observed affine models (Q544516)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral estimation of the Lévy density in partially observed affine models |
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Spectral estimation of the Lévy density in partially observed affine models (English)
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15 June 2011
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affine processes
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mixed-frequency data
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