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scientific article; zbMATH DE number 1165661
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scientific article; zbMATH DE number 1165661

    Statements

    author
    Bo Martin Bibly
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    Michael Sørensen
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    publication date
    14 June 1998
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    zbMATH Keywords
    estimating functions
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    diffusion processes
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    optimality
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    consistency
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    asymptotic normality
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    interest rates
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    martingale
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    Identifiers

    Mathematics Subject Classification ID
    62M05
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    60G42
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    62P05
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    60G15
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    zbMATH DE Number
    1165661
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