Convex structure of the constrained least square problem for estimating the forward rate sequence
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Publication:1000431
DOI10.1023/A:1009677915798zbMath1153.91760OpenAlexW116819362MaRDI QIDQ1000431
Publication date: 6 February 2009
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1009677915798
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; economic indices and measures (91B82)
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