Minimum distance estimation and testing for interest rate models (Q1897668)

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scientific article; zbMATH DE number 792986
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English
Minimum distance estimation and testing for interest rate models
scientific article; zbMATH DE number 792986

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    Minimum distance estimation and testing for interest rate models (English)
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    6 November 1995
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    Kolmogorov-Smirnov test
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    interest rate models
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    ergodic diffusion processes
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    minimum distance estimator
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    miss-specifications
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