Term structure modeling and estimation in a state space framework.

DOI10.1007/3-540-28344-7zbMath1129.62096OpenAlexW200076914MaRDI QIDQ2569528

Wolfgang Lemke

Publication date: 27 October 2005

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/3-540-28344-7

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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