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Uniform and L p convergences for nonparametric continuous time regressions with semiparametric applications (2023)

First Author: Bu R

Attributed to: Modelling Interest Rate Dynamics: A Flexible and Efficient Nonparametric Likelihood Approach funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2023.02.006

Publication URI: http://dx.doi.org/10.1016/j.jeconom.2023.02.006

Type: Journal Article/Review

Parent Publication: Journal of Econometrics

Issue: 2

ISSN: 18726895 03044076