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 14:33, 10 December 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 |
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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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