Testing for threshold diffusion
Year of publication: |
April 2017
|
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Authors: | Su, Fei ; Chan, Kung-sik |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 35.2017, 2, p. 218-227
|
Subject: | Girsanov's theorem | Interest rates | Nonlinear time series | Stochastic differential equation | Term structure | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Zins | Interest rate | Analysis | Mathematical analysis |
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