Peter, Jun Yu and Phillips, Peter C.B <br/><br/>
Gaussian approach for continuous time models of the short-term interest rate 
 J5708  2001 

 -  2001 
 - 210-224  V.  04  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Gaussian estimation;Continuous time models;Stochastic differential equation;Nonlinear diffusion;Short term interest rate;Normalizing transformation;Maximum likelihood;Level effect;