Browsing by Subject "Parameter estimation"

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Parameter Estimation of Nonlinear Models in Forestry.

Fekedulegn, Desta ; Mac Siúrtáin, Máirtín Pádraig ; Colbert, Jim J. (Finnish Society of Forest Science and the Finnish Forest Research Institute, 1999-11)

Partial derivatives of the negative exponential, monomolecular, Mitcherlich, Gompertz, logistic, Chapman-Richards, von Bertalanffy, Weibull and the Richard’s nonlinear growth models are presented. The application of these ...
Parameter uncertainty in Kalman filter estimation of the CIR term structure model

O'Sullivan, Conall (University College Dublin. School of Business. Centre for Financial Markets, 2007)

The Cox, Ingersoll and Ross (1985) term structure model describes the stochastic evolution of government bond yield curves over time using a square root Orstein-Uhlenbeck diffusion process, whilst imposing cross-sectional ...