Estimation and inference in the yield curve model with an instantaneous error term.
M. UbukataMasaru FukushigePublished in: Math. Comput. Simul. (2009)
Keyphrases
- computational model
- mathematical model
- high level
- parameter estimation
- statistical model
- inference process
- maximum likelihood estimation
- parametric models
- conceptual model
- theoretical framework
- error rate
- probability distribution
- probabilistic model
- markov chain
- bayesian framework
- bayesian inference
- graphical models
- inference engine
- decision theoretic