Convex structure of the constrained least square problem for estimating the forward rate sequence
From MaRDI portal
Publication:1000431
DOI10.1023/A:1009677915798zbMath1153.91760MaRDI QIDQ1000431
Publication date: 6 February 2009
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
62P05: Applications of statistics to actuarial sciences and financial mathematics
91B82: Statistical methods; economic indices and measures
