A Nonparametric Dimension Test of the Term Structure (Q3368356)
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scientific article; zbMATH DE number 5002407
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| English | A Nonparametric Dimension Test of the Term Structure |
scientific article; zbMATH DE number 5002407 |
Statements
A Nonparametric Dimension Test of the Term Structure (English)
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27 January 2006
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Term structure of interest rates
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short term interest rate dynamics
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nonparametric estimation and testing
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dimension reduction test
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long memory processes
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