QUASI-INDIRECT INFERENCE FOR DIFFUSION PROCESSES
Year of publication: |
1998
|
---|---|
Authors: | Broze, Laurence ; Scaillet, Olivier ; Zako an, Jean-Michel |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 14.1998, 02, p. 161-186
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
Saved in favorites
Similar items by person
-
Testing for continuous-time models of the short-term interest rate
Broze, Laurence, (1993)
-
Quasi-indirect inference for diffusion processes
Broze, Laurence, (1998)
-
Testing for continuous-time models of the short-term interest rate
Broze, Laurence, (1995)
- More ...