Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective.

Haitao Li Xiaoxia Ye Fan Yu

Published in: Eur. J. Oper. Res. (2020)

Keyphrases

statistical models
multiscale
maximum likelihood
complex systems
hierarchical structure
gaussian model
information retrieval
image segmentation
viewpoint
dynamic environments
document collections
bayesian framework
classification models
graph structure
mathematical models