Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions
Year of publication: |
2008
|
---|---|
Authors: | Liu, Qingfeng ; Nishiyama, Yoshihiko |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 78.2008, 2, p. 341-350
|
Publisher: |
Elsevier |
Subject: | Empirical likelihood | Conditional characteristic functions | CIR model | Vasicek with exponential jumps model |
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