Based on GMM Parametric Estimation for Short Term Interest Model with Jump Cluster

ZHANG Xinjun, JIANG Liang,LIN Zhixing

Journal of Systems Science and Mathematical Sciences ›› 2019, Vol. 39 ›› Issue (1) : 90-105.

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Journal of Systems Science and Mathematical Sciences ›› 2019, Vol. 39 ›› Issue (1) : 90-105. DOI: 10.12341/jssms13547

Based on GMM Parametric Estimation for Short Term Interest Model with Jump Cluster

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