Strong consistency estimators of the Brennan-Schwartz diffusion process based on martingales approach (Q6543989)
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scientific article; zbMATH DE number 7853635
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong consistency estimators of the Brennan-Schwartz diffusion process based on martingales approach |
scientific article; zbMATH DE number 7853635 |
Statements
Strong consistency estimators of the Brennan-Schwartz diffusion process based on martingales approach (English)
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27 May 2024
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diffusion process
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Euler-Maruyama scheme
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martingales
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maximum-likelihood estimator
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real interest rate
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stochastic differential equation
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strong consistency
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strong law of large numbers
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