Bayesian versus maximum likelihood estimation of term structure models driven by latent diffusions
Year of publication: |
2006
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Authors: | Frühwirth, Manfred ; Schneider, Paul ; Sögner, Leopold |
Published in: |
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005. - Berlin : Springer, ISBN 3-540-32537-9. - 2006, p. 507-512
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Subject: | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Markov-Kette | Markov chain | Theorie | Theory |
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