65 citations · 140 across the 13 of their papers we have counts for
5 papers · 1 filter
A Comparative Review of Specification Tests for Diffusion Models
Alejandra López-Pérez, Manuel Febrero-Bande, Wenceslao González-Manteiga
Diffusion models play an essential role in modeling continuous-time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decade…
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…
Functional Classification of Bitcoin Addresses
Manuel Febrero-Bande, Wenceslao González-Manteiga, Brenda Prallon +1
This paper proposes a classification model for predicting the main activity of bitcoin addresses based on their balances. Since the balances are functions of time, we apply methods…