Nonparametric Methods in Continuous Time Model Specification (Q3432679): Difference between revisions

@@ Property / author @@
-J. T. Gao
@@ Property / author: J. T. Gao / rank @@
-Normal rank
@@ Property / author @@
+J. T. Gao
@@ Property / author: J. T. Gao / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/07474930600972558
+Normal rank
@@ Property / OpenAlex ID @@
+W2033485906
@@ Property / OpenAlex ID: W2033485906 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric Pricing of Interest Rate Derivative Securities
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Some higher-order theory for a consistent non-parametric model specification test
+Normal rank
@@ Property / cites work @@
+ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS
+Normal rank
@@ Property / cites work @@
+A simple consistent bootstrap test for a parametric regression function
+Normal rank
@@ Property / cites work @@
+Q4794152
@@ Property / cites work: Q4794152 / rank @@
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3432679