Goodness-of-fit test for interest rate models: an approach based on empirical processes (Q1942884): Difference between revisions

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Latest revision as of 06:20, 6 July 2024

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Goodness-of-fit test for interest rate models: an approach based on empirical processes
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    Goodness-of-fit test for interest rate models: an approach based on empirical processes (English)
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    14 March 2013
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    integrated regression function
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    integrated conditional variance function
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    diffusion processes
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    empirical process
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    residuals
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