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]
@article{Monsalve-CobisGF11,
title = {Goodness-of-fit test for interest rate models: An approach based on empirical processes},
author = {Abelardo Monsalve-Cobis and Wenceslao González-Manteiga and Manuel Febrero-Bande},
year = {2011},
doi = {10.1016/j.csda.2011.06.004},
url = {http://dx.doi.org/10.1016/j.csda.2011.06.004},
tags = {empirical, rule-based, testing, process modeling, systematic-approach},
researchr = {https://researchr.org/publication/Monsalve-CobisGF11},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {55},
number = {12},
pages = {3073-3092},
}