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We consider discrete time Heath-Jarrow-Morton type interest rate models,where the interest rate curves are driven by a geometric spatial autoregressionfield. Strong consistency and asymptotic normality of the maximum likelihoodestimators of the parameters are proved for stable no-arbitrage modelscontaining a general stochastic discounting factor, where explicit form of theML estimators is not available given a non-i.i.d. sample. The results form thebasis of further statistical problems in such models.

Joint ML estimation of all parameters in a discrete time random field HJM type interest rate model