Minimum distance estimation and testing for interest rate models
Year of publication: |
1995
|
---|---|
Authors: | Fournié, Eric |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 38.1995, 1, p. 143-150
|
Publisher: |
Elsevier |
Subject: | Interest rate model | Ergodic diffusion | Processes | Empirical process | Kolmogorov-Smirnov test | Minimum distance estimation | Miss-specification |
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