A note on Fergusson and Platen: "application of maximum likelihood estimation to stochastic short rate models"
Luca Vincenzo Ballestra, Graziella Pacelli, Davide Radi
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Ballestra, Luca Vincenzo ; Pacelli, Graziella ; Radi, Davide |
| Other Persons: | Fergusson, Kevin (contributor) ; Platen, Eckhard (contributor) |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 11.2016, 4, p. 1-7
|
| Subject: | Observed Fisher information matrix | maximum likelihood estimation | Vasicek model | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Zinsstruktur | Yield curve |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010495216500184 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011686858