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Nonparametric estimation of nonlinear dynamics by local linear approximation
Shoji, Isao, (2013)
A model of the term structure of interest rates for an economically dependent country
Shoji, Isao, (1994)
Modeling the Term Structure of Interest Rates with General Diffusion Processes: A Moment Approximation Approach
Takamizawa, Hideyuki, (2007)