Strong consistency of parameter estimators and simulations in a forward interest rate model

DOI10.14232/ACTASM-014-020-ZzbMath1340.62128OpenAlexW2321200703MaRDI QIDQ2937241

E. Fülöp

Publication date: 8 January 2015

Published in: Acta Scientiarum Mathematicarum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14232/actasm-014-020-z

zbMATH Keywords

geometric spatial autoregression fieldHJM forward interest rate modelssimulations with Rstrong consistency of ML estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

Uses Software

• Unnamed Item

This page was built for publication: Strong consistency of parameter estimators and simulations in a forward interest rate model