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

ZHANG Xinjun, JIANG Liang,LIN Zhixing

Journal of System Science and Mathematical Science Chinese Series ›› 2019, Vol. 39 ›› Issue (1) : 90-105.

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Journal of System Science and Mathematical Science Chinese Series ›› 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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