Random field forward interest rate models, market price of risk and their statistics
type: Item
instance of: scholarly article
title: Random field forward interest rate models, market price of risk and their statistics
zbMATH Open document ID: 1177.91136
author: József Gáll
author: Willem Peeters
author: Gyula Pap
published in: Annali dell'Università di Ferrara. Sezione VII. Scienze Matematiche
publication date: 2009-12-14T00:00:00Z
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 5646378
zbMATH Keywords: Heath-Jarrow-Morton models
zbMATH Keywords: interest rate
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: consistency
zbMATH Keywords: asymptotic normality
zbMATH Keywords: AR random fields
MaRDI profile type: Publication
full work available at URL: s11565-007-0011-3
OpenAlex ID: W2089370151
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DOI: 10.1007/S11565-007-0011-3
description: scientific article; zbMATH DE number 5646378