๐”– Bobbio Scriptorium
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MINIMUM DISTANCE and INDUCED STATISTICS FOR TESTING INEQUALITIES

โœ Scribed by Rogers, Alan J.


Book ID
115210595
Publisher
Wiley (Blackwell Publishing)
Year
1989
Tongue
English
Weight
479 KB
Volume
31
Category
Article
ISSN
0004-9581

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Minimum distance estimation and testing
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We present some methods for the estimation and testing of usual ergodic interest rate models based on the observation of the short interest rate on the monetary market. First, we develop a test of type Kolmogorov-Smirnov for ergodic diffusion processes. We extend the results to the case where some p