Improved Estimation Strategy in Multi-Factor Vasicek Model

Keyphrases

• Improved Estimation 100%
• Drift Parameter 100%
• Estimation Strategies 100%
• Vasicek Model 100%
• Maximum Likelihood Estimator 50%
• Estimation Method 50%
• Estimation Accuracy 50%
• Likelihood Estimation 50%
• Simulation Study 50%
• Quadratic Risk 50%
• Risk Criteria 50%
• Observation Period 50%
• Practical Argument 50%
• Stein Shrinkage 50%
• Ornstein 50%
• Relative Dominance 50%
• Shrinkage Estimator 50%
• Stein-type Estimator 50%
• Simultaneous Estimation 50%

Mathematics

• drift parameter μ 100%
• Maximum Likelihood Estimator 50%
• Shrinkage Estimator 50%
• Quadratic Risk 50%
• Asymptotics 50%
• Simulation Study 50%