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A nonparametric approach to the estimation of diffusion processes, with an application to a short-term interest rate model
Jiang, George J. - In: Econometric theory 13 (1997) 5, pp. 615-645
Persistent link: https://www.econbiz.de/10001232225
Cover Image
A Nonparametric Approach to the Estimation of Diffusion Processes, with an Application to a Short-Term Interest Rate Model
Jiang, George J.; Knight, John L. - In: Econometric theory 13 (1997) 5, pp. 615-645
Persistent link: https://www.econbiz.de/10006996205