RDP 2011-01: Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds Equation

dx t = K ( μ x t ) d t + Σ d B t . MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaeizaiaabI hadaWgaaWcbaGaamiDaaqabaGccqGH9aqpcaWGlbWaaeWaaeaaiiWa cqWF8oqBcqGHsislcaqG4bWaaSbaaSqaaiaadshaaeqaaaGccaGLOa GaayzkaaGaaeizaiaadshacqGHRaWkcqqHJoWucaqGKbGaaCOqamaa BaaaleaacaWG0baabeaakiaac6caaaa@4914@