Rate of convergence for an estimator in a portfolio and consumption model (Q1101320)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Rate of convergence for an estimator in a portfolio and consumption model |
scientific article; zbMATH DE number 4047382
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rate of convergence for an estimator in a portfolio and consumption model |
scientific article; zbMATH DE number 4047382 |
Statements
Rate of convergence for an estimator in a portfolio and consumption model (English)
0 references
1989
0 references
The rate of convergence in a sample path sense is given for a stronlgy consistent, recursive estimator. This estimator is for the unknown average return rate of the risky asset that is a parameter in a bilinear stochastic differential equation for the wealth in a portfolio selection and consumption model.
0 references
recursive parameter estimator
0 references
rate of convergence
0 references
unknown average return rate
0 references
risky asset
0 references
bilinear stochastic differential equation
0 references
portfolio selection and consumption model
0 references
