Log-gamma motion as flexible model for generalized interest rates-Reference-Cited by-同舟云学术

Log-gamma motion as flexible model for generalized interest rates

Published:2018-01-15 Issue:3 Volume:36 Page:373-392
ISSN:0736-2994
Container-title:Stochastic Analysis and Applications
language:en
Short-container-title:Stochastic Analysis and Applications

Author:

Jordanova Pavlina¹,Kiseľák Jozef²³,Stehlík Milan³⁴

Affiliation:

1. Faculty of Mathematics and Informatics, Shumen University, Shumen, Bulgaria

2. Institute of Mathematics, Faculty of Science, P.J. Šafárik University in Košice, Košice, Slovakia

3. Department of Applied Statistics, Linz Institute of Technology, Johannes Kepler University, Linz, Austria

4. Institute of Statistics, University of Valparaíso, Valparaíso, Chile

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07362994.2017.1400917

Reference22 articles.

1. Banco central de chile (2017). Informe Mensual Estadísticas Monetarias y Financieras noviembre 2017. Available at: http://www.bcentral.cl/es/faces/estadisticas/EstaMoneFinancieras/TasaInteres?_afrLoop=1036653350454266&_afrWindowMode=0&_afrWindowId=u7rviar0m_50#!%40%40%3F_afrWindowId%3Du7rviar0m_50%26_afrLoop%3D1036653350454266%26_afrWindowMode%3D0%26_adf.ctrl-state%3Du7rviar0m_102.

2. QUASI-INDIRECT INFERENCE FOR DIFFUSION PROCESSES

3. On the Distribution of the Integrated Square of the Ornstien–Uhlenbeck Process

4. Prior Distributions on Spaces of Probability Measures

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