Using discrete-time techniques to test continuous-time models for nonlinearity in drift (Q1418613): Difference between revisions

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+https://doi.org/10.1016/j.matcom.2003.07.001
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+W2113516383
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@@ Property / cites work @@
+Estimating continuous-time stochastic volatility models of the short-term interest rate
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+Q4230831
@@ Property / cites work: Q4230831 / rank @@
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+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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+A better way to bootstrap pairs.
@@ Property / cites work: A better way to bootstrap pairs. / rank @@
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+Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
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+Publication:1418613