Goodness-of-fit test for interest rate models: An approach based on empirical processes

Abelardo Monsalve-Cobis, Wenceslao González-Manteiga, Manuel Febrero-Bande. Goodness-of-fit test for interest rate models: An approach based on empirical processes. Computational Statistics & Data Analysis, 55(12):3073-3092, 2011. [doi]

Authors

Abelardo Monsalve-Cobis

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Wenceslao González-Manteiga

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Manuel Febrero-Bande

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