A comparison of alternative non-parametric estimators of the short rate diffusion coeffcient
Year of publication: |
2006
|
---|---|
Authors: | Renò, Roberto ; Roma, Antonio ; Schaefer, Stephen M. |
Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 35.2006, 3, p. 227-252
|
Subject: | Statistische Verteilung | Statistical distribution | Nichtparametrisches Verfahren | Nonparametric statistics |
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