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]
@article{YanZW20-0,
title = {Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate},
author = {Tianshun Yan and Yanyong Zhao and Wentao Wang},
year = {2020},
doi = {10.1007/s00180-019-00875-1},
url = {https://doi.org/10.1007/s00180-019-00875-1},
researchr = {https://researchr.org/publication/YanZW20-0},
cites = {0},
citedby = {0},
journal = {Comput. Stat.},
volume = {35},
number = {2},
pages = {539-557},
}