Parameter Estimation of Parabolic Type Factor Model and Empirical Study of US Treasury Bonds.
Shin Ichi AiharaArunabha BagchiPublished in: System Modelling and Optimization (2005)
Keyphrases
- parameter estimation
- empirical studies
- maximum likelihood
- markov random field
- statistical models
- least squares
- empirical analysis
- real world data sets
- em algorithm
- model selection
- parameter estimation algorithm
- random fields
- parameter values
- approximate inference
- maximum likelihood estimation
- expectation maximization
- posterior distribution
- parameter estimates
- uci datasets
- parameters estimation
- model fitting
- gibbs sampling
- estimation problems
- maximum likelihood estimates
- structure learning
- conditional random fields
- mobile robot