Pages that link to "Item:Q4549735"

The following pages link to A Gaussian approach for continuous time models of the short-term interest rate (Q4549735):

Displaying 22 items.

• Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
• What drives short rate dynamics? A functional gradient descent approach (Q429537) (← links)
• Taking a new contour: a novel approach to panel unit root tests (Q527966) (← links)
• A statistical comparison of the short-term interest rate models for Japan, U.S., and Germany (Q1000416) (← links)
• Estimating continuous-time stochastic volatility models of the short-term interest rate (Q1362071) (← links)
• Testing for the Box-Cox parameter for an integrated process (Q1942730) (← links)
• A general Gaussian interest rate model consistent with the current term structure (Q1952680) (← links)
• Estimation of continuous and discrete time co-integrated systems with stock and flow variables (Q2046060) (← links)
• Least squares estimation for discretely observed stochastic Lotka-Volterra model driven by small \(\alpha \)-stable noises (Q2213423) (← links)
• Regularized bridge-type estimation with multiple penalties (Q2230875) (← links)
• Gaussian estimation of one-factor mean reversion processes (Q2260564) (← links)
• Estimation for incomplete information stochastic systems from discrete observations (Q2424352) (← links)
• Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models (Q2463649) (← links)
• On Gaussian HJM framework for Eurodollar futures (Q2862428) (← links)
• Adaptive LASSO-type estimation for multivariate diffusion processes (Q2909250) (← links)
• Quasi‐maximum likelihood estimation of discretely observed diffusions (Q3018504) (← links)
• REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING (Q3181964) (← links)
• ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
• (Q5196299) (← links)
• (Q5850749) (← links)
• A reexamination of stock return predictability (Q5964757) (← links)
• Corrigendum to ‘A Gaussian approach for continuous time models of short‐term interest rates’ (Q5965851) (← links)