Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate

Tianshun Yan, Yanyong Zhao, Wentao Wang. Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate. Comput. Stat., 35(2):539-557, 2020. [doi]

Abstract

Abstract is missing.