Pages that link to "Item:Q1942884"
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The following pages link to Goodness-of-fit test for interest rate models: an approach based on empirical processes (Q1942884):
Displaying 7 items.
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
- Goodness–of–Fit Test for Stochastic Volatility Models (Q4609014) (← links)
- A nonparametric specification test for the volatility functions of diffusion processes (Q5860932) (← links)
- Jump‐robust testing of volatility functions in continuous time models (Q6059411) (← links)
- Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)