@article{JSFS_1997__138_4_43_0,
author = {Bourgoin, Fr\'ed\'erick and Prieul, David},
title = {Estimation de diffusion \`a volatilit\'e stochastique et application au taux d'int\'er\^et \`a court terme fran\c{c}ais},
journal = {Journal de la Soci\'et\'e de statistique de Paris},
pages = {43--66},
year = {1997},
publisher = {Soci\'et\'e de statistique de Paris},
volume = {138},
number = {4},
language = {fr},
url = {https://www.numdam.org/item/JSFS_1997__138_4_43_0/}
}
TY - JOUR AU - Bourgoin, Frédérick AU - Prieul, David TI - Estimation de diffusion à volatilité stochastique et application au taux d'intérêt à court terme français JO - Journal de la Société de statistique de Paris PY - 1997 SP - 43 EP - 66 VL - 138 IS - 4 PB - Société de statistique de Paris UR - https://www.numdam.org/item/JSFS_1997__138_4_43_0/ LA - fr ID - JSFS_1997__138_4_43_0 ER -
%0 Journal Article %A Bourgoin, Frédérick %A Prieul, David %T Estimation de diffusion à volatilité stochastique et application au taux d'intérêt à court terme français %J Journal de la Société de statistique de Paris %D 1997 %P 43-66 %V 138 %N 4 %I Société de statistique de Paris %U https://www.numdam.org/item/JSFS_1997__138_4_43_0/ %G fr %F JSFS_1997__138_4_43_0
Bourgoin, Frédérick; Prieul, David. Estimation de diffusion à volatilité stochastique et application au taux d'intérêt à court terme français. Journal de la Société de statistique de Paris, Tome 138 (1997) no. 4, pp. 43-66. https://www.numdam.org/item/JSFS_1997__138_4_43_0/
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