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Estimation of Equilibrium Term Structure Models: EKF and UKF Based Approaches 评分:

均衡期限结构模型的估计--基于EKF和UKF的方法,苏云鹏,杨宝臣,在一个广义框架下提出了分别基于扩展卡尔曼滤波(extended Kalman filter,EKF)和无损卡尔曼滤波(unscented Kalman filter,UKF)的均衡期限结构

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