65 citations · 140 across the 13 of their papers we have counts for
3 papers · 2 filters
Estimation and Specification Test for Diffusion Models with Stochastic Volatility
Alejandra López-Pérez, Manuel Febrero-Bande, Wenceslao González-Manteiga
Given the importance of continuous-time stochastic volatility models to describe the dynamics of interest rates, we propose a goodness-of-fit test for the parametric form of the dr…
Novel specification tests for additive concurrent model formulation based on martingale difference divergence
Laura Freijeiro-González, Manuel Febrero-Bande, Wenceslao González-Manteiga
Novel significance tests are proposed for the quite general additive concurrent model formulation without the need of model, error structure preliminary estimation or the use of tu…
Functional Regression Models with Functional Response: A New Approach and a Comparative Study
Manuel Febrero Bande, Manuel Oviedo de la Fuente, Mohammad Darbalaei +1
This paper proposes a new nonlinear approach for additive functional regression with functional response based on kernel methods along with some slight reformulation and implementa…