The marginal densities of single-factor interest rate models can be obtained by maximum likelihood estimation.
由极大似然估计可以得到单因子利率模型的边际密度函数。
In case of single-factor interest rate models, there is only one state variable, the default-free instantaneous interest rate.
单因子利率模型中，只设定一个状态变量，即无违约风险的瞬时利率。 瞬时利率的运动变化决定了整个利率期限结构的运动变化。
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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