Random field forward interest rate models, market price of risk and their statistics (Q1042585)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random field forward interest rate models, market price of risk and their statistics |
scientific article |
Statements
Random field forward interest rate models, market price of risk and their statistics (English)
0 references
14 December 2009
0 references
Heath-Jarrow-Morton models
0 references
interest rate
0 references
maximum likelihood estimation
0 references
consistency
0 references
asymptotic normality
0 references
AR random fields
0 references
0 references
0 references
0 references
