Maximum pseudo-Likelihood method is used to estimate the coefficient functions in the diffusion of Single-Factor Interest Rate Models.
本文用极大拟似然估计法估计了中国银行间市场七天拆借利率扩散模型的参数。
Maximum pseudo-Likelihood method is used to estimate the coefficient functions in the diffusion of Single-Factor Interest Rate Models.
本文用极大拟似然估计法估计了中国银行间市场七天拆借利率扩散模型的参数。
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