Strong consistency of maximum likelihood estimators for a discrete-time random field HJM-type interest rate model (Q1041400): Difference between revisions

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Latest revision as of 06:30, 2 July 2024

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Strong consistency of maximum likelihood estimators for a discrete-time random field HJM-type interest rate model
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    Strong consistency of maximum likelihood estimators for a discrete-time random field HJM-type interest rate model (English)
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    2 December 2009
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    strong consistency of maximum likelihood estimators from nonindependent samples
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    Heath-Jarrow-Morton-type forward interest rate model
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    geometric spatial autoregression field
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    no-arbitrage models
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    stochastic discounting factors
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