Spectral estimation of the Lévy density in partially observed affine models (Q544516)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Spectral estimation of the Lévy density in partially observed affine models |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Spectral estimation of the Lévy density in partially observed affine models |
scientific article |
Statements
Spectral estimation of the Lévy density in partially observed affine models (English)
0 references
15 June 2011
0 references
affine processes
0 references
mixed-frequency data
0 references
0 references
0 references
0.8923203
0 references
0.8856322
0 references
0.8854378
0 references
0.8804529
0 references
0.87867796
0 references
0 references
0.8763536
0 references
