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

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Publication:1942884

DOI10.1016/J.CSDA.2011.06.004zbMath1262.91154OpenAlexW2132255978MaRDI QIDQ1942884

Wenceslao González Manteiga, Manuel Febrero-Bande, Abelardo Monsalve-Cobis

Publication date: 14 March 2013

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2011.06.004




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