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