Goodness-of-fit test for interest rate models: an approach based on empirical processes (Q1942884): Difference between revisions
From MaRDI portal
Latest revision as of 06:20, 6 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Goodness-of-fit test for interest rate models: an approach based on empirical processes |
scientific article |
Statements
Goodness-of-fit test for interest rate models: an approach based on empirical processes (English)
0 references
14 March 2013
0 references
integrated regression function
0 references
integrated conditional variance function
0 references
diffusion processes
0 references
empirical process
0 references
residuals
0 references
0 references
0 references
0 references