A Nonparametric Approach to the Estimation of Diffusion Processes - With an Application to a Short-Term Interest Rate Model
Year of publication: |
2012
|
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Authors: | Jiang, George J. |
Other Persons: | Knight, John (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Zins | Interest rate | Schätztheorie | Estimation theory | Schätzung | Estimation | Kanada | Canada | Nichtparametrisches Verfahren | Nonparametric statistics |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Econometric Theory, 1997 (13), 615-645 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1, 1997 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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