Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions (Q929715)
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scientific article; zbMATH DE number 5290622
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions |
scientific article; zbMATH DE number 5290622 |
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Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions (English)
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18 June 2008
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empirical likelihood
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conditional characteristic functions
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CIR model
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Vasicek with exponential jumps model
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