Improved estimation strategy in multi-factor Vasicek model
S. Ejaz Ahmed, Sévérien Nkurunziza, and Shuangzhe Liu
| Year of publication: |
2009
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|---|---|
| Authors: | Ahmed, S. Ejaz ; Nkurunziza, Sévérien ; Liu, Shuangzhe |
| Published in: |
Statistical inference, econometric analysis and matrix algebra : Festschrift in honour of Götz Trenkler. - Heidelberg : Springer Physica-Verl., ISBN 3-7908-2120-9. - 2009, p. 255-270
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| Subject: | Zinsstruktur | Yield curve | Faktorenanalyse | Factor analysis | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003781036