Parameter Estimation of Parabolic Type Factor Model and Empirical Study of US Treasury Bonds

DOI10.1007/0-387-33006-2_19zbMath1341.62072OpenAlexW1494838087MaRDI QIDQ3004460

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Publication date: 1 June 2011

Published in: IFIP International Federation for Information Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/0-387-33006-2_19

zbMATH Keywords

MLEmaximum likelihood estimatefactor modelstochastic parabolic equationUS bonds

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10)

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