Parameter estimation for generalized Ait-Sahalia-type interest rate model.
Xuekang ZhangHuisheng ShuPublished in: Commun. Stat. Simul. Comput. (2023)
Keyphrases
- parameter estimation
- parameter values
- markov random field
- em algorithm
- parameter estimation algorithm
- least squares
- statistical models
- probabilistic model
- model selection
- model fitting
- maximum likelihood estimation
- statistical model
- experimental data
- gibbs sampling
- posterior distribution
- maximum likelihood
- higher order
- kalman filter
- random fields
- image sequences
- linear model
- energy function
- parameter estimates
- bayesian networks