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Reprojecting Partially Observed Systems With Application to Interest Rate Diffusions
Gallant, A.Ronald
;
Tauchen, George
- In:
Journal of the American Statistical Association : JASA
93
(
1998
)
441
,
pp. 10-24
Persistent link: https://www.econbiz.de/10006629323
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On the Determination of General Scientific Models With Application to Asset Pricing
Gallant, A.Ronald
;
McCulloch, Robert E.
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
485
,
pp. 117-131
Persistent link: https://www.econbiz.de/10008240483
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