Strong consistency of maximum likelihood estimators for a discrete-time random field HJM-type interest rate model (Q1041400): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:52, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong consistency of maximum likelihood estimators for a discrete-time random field HJM-type interest rate model |
scientific article |
Statements
Strong consistency of maximum likelihood estimators for a discrete-time random field HJM-type interest rate model (English)
0 references
2 December 2009
0 references
strong consistency of maximum likelihood estimators from nonindependent samples
0 references
Heath-Jarrow-Morton-type forward interest rate model
0 references
geometric spatial autoregression field
0 references
no-arbitrage models
0 references
stochastic discounting factors
0 references
