mpokojovy/mvvasicek

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% Maximum Likelihood Estimation for Discrete Multivariate Vasicek Processes %
% (C) Michael Pokojovy, Ebenezer Nkum and Thomas M. Fullerton, Jr. (2023) %
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This Matlab package implements the ML estimator for discrete multivariate Vasicek processes
developed by Michael Pokojovy, Ebenezer Nkum and Thomas M. Fullerton, Jr.

Run main.m file. Adjust settings if necessary.

Copyright: Michael Pokojovy, Ebenezer Nkum and Thomas M. Fullerton, Jr. (2023)
See license for license terms and conditions