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In this short post, we give the code snippets for both the least-square method (LS) and the maximum likelihood estimation (MLE). They are based on Calibrating the Ornstein-Uhlenbeck (Vasicek) model at www.sitmo.com. One can also read the article On the Simulation and Estimation … Continue reading →Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.
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