Bayesian versus Maximum Likelihood Estimation of Term Structure Models Driven by Latent Diffusions

SSRN Electronic Journal ◽

10.2139/ssrn.780085 ◽

2005 ◽

Author(s):

Paul Georg Schneider ◽

Manfred Fruhwirth ◽

Leopold Sögner

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Term Structure ◽

Likelihood Estimation ◽

Term Structure Models

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Maximum Likelihood Estimation of Non-Linear Continuous-Time Term-Structure Models

SSRN Electronic Journal ◽

10.2139/ssrn.7669 ◽

1996 ◽

Cited By ~ 7

Author(s):

Peter Honore

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Term Structure ◽

Continuous Time ◽

Likelihood Estimation ◽

Term Structure Models ◽

Non Linear ◽

Time Term

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Bayesian Versus Maximum Likelihood Estimation of Term Structure Models Driven by Latent Diffusions

Operations Research Proceedings - Operations Research Proceedings 2005 ◽

10.1007/3-540-32539-5_80 ◽

2006 ◽

pp. 507-512 ◽

Cited By ~ 1

Author(s):

Manfred Frühwirth ◽

Paul Schneider ◽

Leopold Sögner

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Term Structure ◽

Likelihood Estimation ◽

Term Structure Models

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Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates

The Journal of Fixed Income ◽

10.3905/jfi.1993.408090 ◽

1993 ◽

Vol 3 (3) ◽

pp. 14-31 ◽

Cited By ~ 351

Author(s):

Ren-Raw Chen ◽

Louis Scott

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Interest Rates ◽

Term Structure ◽

Equilibrium Model ◽

Likelihood Estimation

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A Note on Maximum Likelihood Estimation of the Rational Expectations Model of the Term Structure

10.21034/sr.26 ◽

1978 ◽

Author(s):

Thomas J. Sargent

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Term Structure ◽

Rational Expectations ◽

Likelihood Estimation

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A note on maximum likelihood estimation of the rational expectations model of the term structure

Journal of Monetary Economics ◽

10.1016/0304-3932(79)90029-1 ◽

1979 ◽

Vol 5 (1) ◽

pp. 133-143 ◽

Cited By ~ 109

Author(s):

Thomas J. Sargent

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Term Structure ◽

Rational Expectations ◽

Likelihood Estimation

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SEQUENTIAL SAMPLING AND MAXIMUM LIKELIHOOD ESTIMATION

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917308548240 ◽

1973 ◽

Vol 1 (6) ◽

pp. 567-568

Author(s):

R. L. Sielken

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Sequential Sampling ◽

Likelihood Estimation

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Approximate Maximum Likelihood Estimation Using a 3D GNSS Simulator for Positioning in MP/NLOS Conditions

Proceedings of the 30th International Technical Meeting of The Satellite Division of the Institute of Navigation (ION GNSS+ 2017) ◽

10.33012/2017.15213 ◽

2017 ◽

Cited By ~ 2

Author(s):

Nabil Kbayer ◽

Mohamed Sahmoudi ◽

H�ctor Ortega ◽

C�dric Rouch

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Approximate Maximum Likelihood

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Constrained Maximum Likelihood Estimation of Initial Population Statistics from an Ensemble of Kalman Smoother Estimates

10.23919/acc.1983.4788083 ◽

1983 ◽

Cited By ~ 1

Author(s):

David R. Haley ◽

David W. Porter ◽

William S. Levine

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Initial Population ◽

Population Statistics ◽

Kalman Smoother ◽

Constrained Maximum Likelihood Estimation ◽

Constrained Maximum Likelihood

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Restricted Maximum Likelihood Estimation of Heritabilities for Carcass Traits in the Base and Current Populations of Japanese Black Cattle

Nihon Chikusan Gakkaiho ◽

10.2508/chikusan.65.720 ◽

1994 ◽

Vol 65 (8) ◽

pp. 720-725 ◽

Cited By ~ 2

Author(s):

Kazuyuki MORIYA ◽

Taiji DOHOGO ◽

Yoshiyuki SASAKI

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Carcass Traits ◽

Likelihood Estimation ◽

Restricted Maximum Likelihood ◽

Japanese Black Cattle ◽

Restricted Maximum Likelihood Estimation

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Low order equivalent models of highly augmented aircraft determined from flight data using maximum likelihood estimation

10.2514/6.1980-1627 ◽

1980 ◽

Cited By ~ 2

Author(s):

M. SHAFER

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Flight Data ◽

Equivalent Models ◽

Low Order

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