Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions (Q3839571)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions |
scientific article |
Statements
5 September 1999
0 references
efficient method of moments
0 references
nonlinear dynamic models
0 references
partially observed state
0 references
stochastic differential equations
0 references
Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions (English)
0 references
