Consistent estimation in regression models for the drift function in some continuous time models (Q1023597)
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scientific article; zbMATH DE number 5564663
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent estimation in regression models for the drift function in some continuous time models |
scientific article; zbMATH DE number 5564663 |
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Consistent estimation in regression models for the drift function in some continuous time models (English)
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12 June 2009
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consistent estimation
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continuous-time model
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drift function
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stochastic volatility model
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U.S. Treasury Bill yields
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