Title of article :
Consistent estimation in regression models for the drift function in some continuous time models
Author/Authors :
Myung Suk Kim، نويسنده , , Suojin Wang، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Keywords :
Stochastic volatility model , Drift function , Consistent estimation , Continuous time model , U.S. Treasury Bill yields
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
