I am reading the following paper about forecasting interest rates: https://onlinelibrary.wiley.com/doi/full/10.1002/for.2783.
In section 3.2.3 - the Hull-White model, it mentions that the parameters can be found by solving the optimization problem to minimize the difference between actual and model interest rates: optimisation problem
The model interest rate is given by the solution of the Hull-White equation which involves a stochastic integral as shown here: interest rate solution
Is there a well known method to deal with this kind of problem? Thank you!