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~person:"Li, Haitao"
~subject:"Continuous-time model"
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Continuous-time model
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Li, Haitao
Ebina, Takeshi
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Hong, Yongmiao
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Nonparametric specification testing for
continuous-time
models with application to spot interest rates
Hong, Yongmiao
;
Li, Haitao
-
Sonderforschungsbereich 373, Quantifikation und …
-
2002
We propose two nonparametric transition density-based speciþcation tests for
continuous-time
diffusion models. In …
Persistent link: https://www.econbiz.de/10010983648
Saved in:
2
Nonparametric specification testing for
continuous-time
models with application to spot interest rates
Hong, Yongmiao
;
Li, Haitao
-
2002
We propose two nonparametric transition density-based speciþcation tests for
continuous-time
diffusion models. In …
Persistent link: https://www.econbiz.de/10010310588
Saved in:
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