Quasi-likelihood estimation of a threshold diffusion process (Q888343)
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scientific article; zbMATH DE number 6502492
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| English | Quasi-likelihood estimation of a threshold diffusion process |
scientific article; zbMATH DE number 6502492 |
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Quasi-likelihood estimation of a threshold diffusion process (English)
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30 October 2015
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Girsanov's theorem
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interest rates
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nonlinear time series
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stochastic differential equation
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term structure
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0.8613924384117126
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0.8309988975524902
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0.821938157081604
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0.8018929362297058
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0.7914394736289978
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