scientific article; zbMATH DE number 1165661

MaRDI QIDQ4396365zbMATH OpenFDO

Authors Bo Martin Bibly, Michael Sørensen

Publication date 14 June 1998

zbMATH Keywords

asymptotic normalityconsistencydiffusion processesestimating functionsinterest ratesmartingaleoptimality

Mathematics Subject Classification ID

Gaussian processes (60G15) Martingales with discrete parameter (60G42) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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