Open AccessNonparametric Density Estimation and Tests of Continuous Time Interest Rate Models
Author(s) -
Matthew Pritsker
Publication year - 1997
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.1997.26
Subject(s) - mathematics , vasicek model , kernel density estimation , estimator , nonparametric statistics , statistics , asymptotic distribution , conditional probability distribution , kernel (algebra) , density estimation , econometrics , interest rate , economics , combinatorics , monetary economics