Minimum distance estimation and testing for interest rate models (Q1897668)
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scientific article; zbMATH DE number 792986
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum distance estimation and testing for interest rate models |
scientific article; zbMATH DE number 792986 |
Statements
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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