Statistical testing and estimation in continuous time interest rate models
Year of publication: |
2005-08
|
---|---|
Other Persons: | Wang, Suojin (contributor) |
Publisher: |
Texas A&M University |
Subject: | Drift Function | Continuous Time Models |
-
Empirical comparisons in short-term interest rate models using nonparametric methods
Arapis, Manuel, (2004)
-
On the asymptotic properties of a feasible estimator of the continuous time long memory parameter
Ercolani, Joanne S., (2010)
-
Perron, Pierre, (2013)
- More ...
-
Generalized score tests for missing covariate data
Wang, Suojin, (2007)
-
Bias Reduction and Goodness-of-Fit Tests in Conditional Logistic Regression Models
Sinha, Samiran, (2010)
-
Second order accurate variance estimation in poststratified two-stage sampling
Wang, Suojin, (2003)
- More ...