TY  - BOOK
AU  - Peter, Jun Yu and Phillips, Peter C.B
TI  - Gaussian approach for continuous time models of the short-term interest rate
PY  - 2001///
KW  - Econometrics
KW  - Gaussian estimation;Continuous time models;Stochastic differential equation;Nonlinear diffusion;Short term interest rate;Normalizing transformation;Maximum likelihood;Level effect
ER  -