Nonparametric Specification Testing for Continuous-Time Models with Application to Spot Interest Rates
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
-
Deutsch
- Notes
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In: Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Band 2002, Ausgabe 32, 2002
- Keyword
-
Modellierung
Statistischer Test
Nichtparametrisches Verfahren
Finanzmarkt
Stochastischer Prozess
Theorie
Ökonometrisches Modell
Schätzung
Zins
Euromarkt
Welt
Modellierung
Gütefunktion
Parametertest
Signifikanzniveau
Statistischer Test
Testtheorie
Nichtparametrische Statistik
Nichtparametrisches Verfahren
Kapitalmarkt
Stochastischer Prozess
Ökonometrisches Modell
Schätzung
Zins
Euromarkt
- Event
-
Veröffentlichung
- (where)
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Berlin
- (who)
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Humboldt-Universität zu Berlin
- (when)
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2005
- Creator
- DOI
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10.18452/3480
- URN
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urn:nbn:de:kobv:11-10048908
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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25.03.2025, 1:47 PM CET
Data provider
This object is provided by:
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Associated
- Hong, Yongmiao
- Li, Haitao
- Humboldt-Universität zu Berlin
Time of origin
- 2005
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Continuous-Time Modelling with Spatial Dependence
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Continuous-time public good contribution under uncertainty
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