Pages that link to "Item:Q2570889"
From MaRDI portal
The following pages link to Maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet (Q2570889):
Displaying 4 items.
- Strong consistency of maximum likelihood estimators for a discrete-time random field HJM-type interest rate model (Q1041400) (← links)
- Random field forward interest rate models, market price of risk and their statistics (Q1042585) (← links)
- Forward interest rate curves in discrete time settings driven by random fields (Q2506998) (← links)
- POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION (Q5187625) (← links)
