Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
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]