Spectral estimation of the Lévy density in partially observed affine models (Q544516)
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scientific article; zbMATH DE number 5908032
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| English | Spectral estimation of the Lévy density in partially observed affine models |
scientific article; zbMATH DE number 5908032 |
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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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0.8923203
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0.8856322
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0.8854378
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0.8804529
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0.87867796
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0.8763536
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