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Simulation-based Bayesian estimation of an affine term structure model.

Andrew D. SanfordGael M. Martin
Published in: Comput. Stat. Data Anal. (2005)
Keyphrases
  • bayesian estimation
  • information retrieval
  • probabilistic model
  • support vector
  • training set
  • active learning
  • probability distribution
  • closed form
  • prior information