A Nonparametric Approach to the Estimation of Diffusion Processes, with an Application to a Short-Term Interest Rate Model
| Year of publication: |
1997
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|---|---|
| Authors: | Jiang, George J. ; Knight, John L. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 13.1997, 5, p. 615-645
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