منابع مشابه
Universidade De
In this work a new test for the goodness of fit of a parametric form of the drift and volatility functions of interest rate models is proposed. The test is based on a marked empirical process of the residuals. More specifically, the marked empirical process is constructed using estimators of the integrated regression function for the drift function and integrated conditional variance function f...
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ژورنال
عنوان ژورنال: Revista da Tulha
سال: 2016
ISSN: 2447-7117
DOI: 10.11606/issn.2447-7117.rt.2016.133627