The objective function was established based on the maximumlikelihoodrule, which was solved by nonlinear conjugate gradient method.
该方法利用最大似然准则建立目标函数,同时利用非线性共轭梯度法来优化求解目标函数。
2
Meanwhile, when there no trap happens, a new adaptive stopping rule for CVA is proposed which is based on comparing the maximumlikelihood path with the best maximum likelihood tail-biting path.