scientific article; zbMATH DE number 1165661
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Publication:4396365
zbMath0893.62082MaRDI QIDQ4396365
Michael Sørensen, Bo Martin Bibly
Publication date: 14 June 1998
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
consistencyasymptotic normalityoptimalitymartingaleinterest ratesdiffusion processesestimating functions
Gaussian processes (60G15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Martingales with discrete parameter (60G42) Markov processes: estimation; hidden Markov models (62M05)
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