Matches in SemOpenAlex for { <https://semopenalex.org/work/W2912668465> ?p ?o ?g. }
Showing items 1 to 75 of
75
with 100 items per page.
- W2912668465 abstract "The Edgeworth expansion of the log-likelihood ratio by the maximum likelihood method in the Vasicek model is studied in this paper. Our method provides an improvement on the accuracy of reverting speed estimation under finite time data. The error bound is also provided. The Edgeworth expansion for the distribution is helping with this improvement. Hence, the reverting speed of interest rates can achieve a better simulation result based on such modifications." @default.
- W2912668465 created "2019-02-21" @default.
- W2912668465 creator A5021137111 @default.
- W2912668465 creator A5062091492 @default.
- W2912668465 creator A5086251739 @default.
- W2912668465 date "2019-02-13" @default.
- W2912668465 modified "2023-09-24" @default.
- W2912668465 title "EDGEWORTH EXPANSION FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATE IN THE VASICEK MODEL" @default.
- W2912668465 cites W1223110754 @default.
- W2912668465 cites W1849474386 @default.
- W2912668465 cites W1971847620 @default.
- W2912668465 cites W1998031535 @default.
- W2912668465 cites W2000076445 @default.
- W2912668465 cites W2008199532 @default.
- W2912668465 cites W2059074024 @default.
- W2912668465 cites W2076057077 @default.
- W2912668465 cites W2098371868 @default.
- W2912668465 cites W2110773787 @default.
- W2912668465 cites W2556324095 @default.
- W2912668465 cites W3021444882 @default.
- W2912668465 cites W3123173808 @default.
- W2912668465 cites W4230173782 @default.
- W2912668465 cites W4256638080 @default.
- W2912668465 doi "https://doi.org/10.1142/s2010495219500027" @default.
- W2912668465 hasPublicationYear "2019" @default.
- W2912668465 type Work @default.
- W2912668465 sameAs 2912668465 @default.
- W2912668465 citedByCount "0" @default.
- W2912668465 crossrefType "journal-article" @default.
- W2912668465 hasAuthorship W2912668465A5021137111 @default.
- W2912668465 hasAuthorship W2912668465A5062091492 @default.
- W2912668465 hasAuthorship W2912668465A5086251739 @default.
- W2912668465 hasConcept C105795698 @default.
- W2912668465 hasConcept C110121322 @default.
- W2912668465 hasConcept C134306372 @default.
- W2912668465 hasConcept C135205223 @default.
- W2912668465 hasConcept C149782125 @default.
- W2912668465 hasConcept C160817175 @default.
- W2912668465 hasConcept C162324750 @default.
- W2912668465 hasConcept C175025494 @default.
- W2912668465 hasConcept C201608381 @default.
- W2912668465 hasConcept C28826006 @default.
- W2912668465 hasConcept C33923547 @default.
- W2912668465 hasConcept C49781872 @default.
- W2912668465 hasConcept C556758197 @default.
- W2912668465 hasConceptScore W2912668465C105795698 @default.
- W2912668465 hasConceptScore W2912668465C110121322 @default.
- W2912668465 hasConceptScore W2912668465C134306372 @default.
- W2912668465 hasConceptScore W2912668465C135205223 @default.
- W2912668465 hasConceptScore W2912668465C149782125 @default.
- W2912668465 hasConceptScore W2912668465C160817175 @default.
- W2912668465 hasConceptScore W2912668465C162324750 @default.
- W2912668465 hasConceptScore W2912668465C175025494 @default.
- W2912668465 hasConceptScore W2912668465C201608381 @default.
- W2912668465 hasConceptScore W2912668465C28826006 @default.
- W2912668465 hasConceptScore W2912668465C33923547 @default.
- W2912668465 hasConceptScore W2912668465C49781872 @default.
- W2912668465 hasConceptScore W2912668465C556758197 @default.
- W2912668465 hasLocation W29126684651 @default.
- W2912668465 hasOpenAccess W2912668465 @default.
- W2912668465 hasPrimaryLocation W29126684651 @default.
- W2912668465 hasRelatedWork W1987099129 @default.
- W2912668465 hasRelatedWork W2004744237 @default.
- W2912668465 hasRelatedWork W2043283177 @default.
- W2912668465 hasRelatedWork W2074119503 @default.
- W2912668465 hasRelatedWork W2091749162 @default.
- W2912668465 hasRelatedWork W2613209927 @default.
- W2912668465 hasRelatedWork W2912668465 @default.
- W2912668465 hasRelatedWork W2970697748 @default.
- W2912668465 hasRelatedWork W3015244463 @default.
- W2912668465 hasRelatedWork W4237890155 @default.
- W2912668465 isParatext "false" @default.
- W2912668465 isRetracted "false" @default.
- W2912668465 magId "2912668465" @default.
- W2912668465 workType "article" @default.