A test for model specification of diffusion processes (Q2477057): Difference between revisions

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+Song Xi Chen
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+J. T. Gao
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+MaRDI publication profile
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+W2068572883
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+math/0702123
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+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
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+A test for model specification of diffusion processes
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+Testing conditional moment restrictions
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