Minimum distance estimation and testing for interest rate models

Mathematics and Computers in Simulation ◽

10.1016/0378-4754(93)e0077-i ◽

1995 ◽

Vol 38 (1-3) ◽

pp. 143-150 ◽

Author(s):

Eric Fournié

Keyword(s):

Interest Rate ◽

Minimum Distance ◽

Distance Estimation ◽

Minimum Distance Estimation ◽

Interest Rate Models

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Minimum Distance Estimation and Goodness-of-Fit Tests in First-Order Autoregression

The Annals of Statistics ◽

10.1214/aos/1176350059 ◽

1986 ◽

Vol 14 (3) ◽

pp. 1194-1213 ◽

Author(s):

Hira L. Koul

Keyword(s):

Minimum Distance ◽

Goodness Of Fit ◽

Distance Estimation ◽

Minimum Distance Estimation ◽

First Order ◽

Goodness Of Fit Tests

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Minimum distance estimation in linear regression with unknown error distributions

Statistics & Probability Letters ◽

10.1016/0167-7152(85)90002-1 ◽

1985 ◽

Vol 3 (1) ◽

pp. 1-8 ◽

Author(s):

Hira L. Koul

Keyword(s):

Linear Regression ◽

Minimum Distance ◽

Distance Estimation ◽

Minimum Distance Estimation ◽

Error Distributions

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Minimum Distance Estimation and Collision Prediction Under Uncertainty for On-line Robotic Motion Planning

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)51718-8 ◽

1990 ◽

Vol 23 (8) ◽

pp. 93-98 ◽

Author(s):

K.J. Kyriakopoulos ◽

G.N. Saridis

Keyword(s):

Motion Planning ◽

Minimum Distance ◽

Distance Estimation ◽

Minimum Distance Estimation ◽

Collision Prediction ◽

Robotic Motion ◽

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On minimum distance estimation in two-sample scale problem with right censoring

Communication in Statistics- Theory and Methods ◽

10.1080/03610929908832367 ◽

1999 ◽

Vol 28 (6) ◽

pp. 1461-1477

Keyword(s):

Minimum Distance ◽

Distance Estimation ◽

Right Censoring ◽

Scale Problem ◽

Minimum Distance Estimation

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On Minimum Distance Estimation in Recurrent Markov Step Processes. I

Scandinavian Journal of Statistics ◽

10.1111/1467-9469.00049 ◽

1997 ◽

Vol 24 (1) ◽

pp. 61-79 ◽

Author(s):

R. Höpfner ◽

Yu. Kutoyants

Keyword(s):

Minimum Distance ◽

Distance Estimation ◽

Minimum Distance Estimation

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Minimum distance estimation in linear regression with strong mixing errors

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2018.1563178 ◽

2019 ◽

Vol 49 (6) ◽

pp. 1475-1494 ◽

Author(s):

Jiwoong Kim

Keyword(s):

Linear Regression ◽

Minimum Distance ◽

Distance Estimation ◽

Strong Mixing ◽

Minimum Distance Estimation

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Robust minimum distance estimation of a linear regression model with correlated errors in the presence of outliers

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2020.1734831 ◽

2020 ◽

pp. 1-11

Author(s):

Sajjad Piradl ◽

Ali Shadrokh

Keyword(s):

Linear Regression ◽

Regression Model ◽

Linear Regression Model ◽

Minimum Distance ◽

Distance Estimation ◽

Correlated Errors ◽

Minimum Distance Estimation

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Minimum distance estimation in a finite mixture regression model

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2013.05.008 ◽

2013 ◽

Vol 120 ◽

pp. 185-204 ◽

Author(s):

Qingguo Tang ◽

Rohana J. Karunamuni

Keyword(s):

Regression Model ◽

Minimum Distance ◽

Distance Estimation ◽

Finite Mixture ◽

Minimum Distance Estimation ◽

Mixture Regression ◽

Finite Mixture Regression ◽

Mixture Regression Model

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Minimum distance estimation of ARFIMA processes

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2012.08.005 ◽

2013 ◽

Vol 58 ◽

pp. 242-256 ◽

Author(s):

Mauricio Zevallos ◽

Wilfredo Palma

Keyword(s):

Minimum Distance ◽

Distance Estimation ◽

Minimum Distance Estimation

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Minimum distance estimation of GARCH() models

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2005.11.020 ◽

2006 ◽

Vol 51 (3) ◽

pp. 1803-1821 ◽

Author(s):

G. Storti

Keyword(s):

Minimum Distance ◽

Distance Estimation ◽

Garch Models ◽

Minimum Distance Estimation

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