Measuring bias in a term-structure model of commodity prices through the comparison of simultaneous and sequential estimation.
Hiroaki SuenagaPublished in: Math. Comput. Simul. (2013)
Keyphrases
- hierarchical structure
- mathematical model
- high level
- closed form
- experimental data
- theoretical framework
- theoretical analysis
- probabilistic model
- data sets
- parameter estimation
- tree structure
- statistical model
- graph model
- markov chain
- management system
- probability distribution
- image sequences
- monte carlo simulation
- parametric models
- spatial structure
- logical structure