Goodness-of-fit test for interest rate models: an approach based on empirical processes
type: Item
instance of: scholarly article
title: Goodness-of-fit test for interest rate models: an approach based on empirical processes
zbMATH Open document ID: 1262.91154
author: Abelardo Monsalve-Cobis
author: Wenceslao González-Manteiga
author: Manuel Febrero-Bande
published in: Computational Statistics and Data Analysis
publication date: 2013-03-14T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91G30
zbMATH DE Number: 6144927
zbMATH Keywords: integrated regression function
zbMATH Keywords: integrated conditional variance function
zbMATH Keywords: diffusion processes
zbMATH Keywords: empirical process
zbMATH Keywords: residuals
MaRDI profile type: Publication
full work available at URL: j.csda.2011.06.004
OpenAlex ID: W2132255978
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DOI: 10.1016/J.CSDA.2011.06.004
description: scientific article; zbMATH DE number 6144927