Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate (Q782628)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate |
scientific article |
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Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate (English)
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28 July 2020
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local likelihood density estimation
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pseudo likelihood estimation
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jump diffusion model
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bootstrap
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short-term interest rate
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