Simulated likelihood estimation of non-linear diffusion processes through non-parametric procedure with an application to the Portuguese interest rate, João Nicolau

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Label

Simulated likelihood estimation of non-linear diffusion processes through non-parametric procedure with an application to the Portuguese interest rate, João Nicolau

Physical Description

19 pages, illustrations, 30 cm.

Specific Material Designation

remote

System control number

(OCoLC)1088485482

Instantiates

Simulated likelihood estimation of non-linear diffusion processes through non-parametric procedure with an application to the Portuguese interest rate, João Nicolau

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Check for full-text

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online resource

Media category

computer

Publication

Banco de Portugal, Research Dept., Lisboa, 1999

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- Simulated likelihood estimation of non-linear diffusion processes through non-parametric procedure with an application to the Portuguese interest rate, João Nicolau

Outgoing Resources

Instantiates
1
- Simulated likelihood estimation of non-linear diffusion processes through non-parametric procedure with an application to the Portuguese interest rate, João Nicolau
Access location
1
- Check for full-text
Carrier category
1
- online resource
Media category
1
- computer
Publication
1
- Banco de Portugal, Research Dept., Lisboa, 1999

European University Institute Library

Simulated likelihood estimation of non-linear diffusion processes through non-parametric procedure with an application to the Portuguese interest rate, João Nicolau

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Outgoing Resources

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