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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And the experimental results show that the time complexity of pseudo-likelihood is much lower than likelihood approach.

实验证明采用伪似然估计方法构造目标函数在时间复杂度方面比采用似然估计方法要低很多。

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And the experimental results show that the time complexity of pseudo-likelihood is much lower than likelihood approach.

实验证明采用伪似然估计方法构造目标函数在时间复杂度方面比采用似然估计方法要低很多。

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