The Bickel--Rosenblatt test for diffusion processes (Q2497811): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.spl.2006.03.009 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1997286368 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2716350 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On some global measures of the deviations of density function estimates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of the Distribution of Noise in an Autoregression Scheme / rank
 
Normal rank
Property / cites work
 
Property / cites work: On empirical processes in heteroscedastic time series and their use for hypothesis testing and estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial Modelling with Jump Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of the sample distribution function when parameters are estimated / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate discrete-time schemes for statistics of diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: The power and optimal kernel of the Bickel-Rosenblatt test for goodness of fit / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of Jump-Diffusion Modelsto the Black–Scholes Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039796 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of an Ergodic Diffusion from Discrete Observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weighted empirical processes in dynamic nonlinear models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3645225 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2724863 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Bickel-Rosenblatt test for first-order autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4660424 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On residual empirical processes of stochastic regression models with applications to time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Cusum Test for Parameter Change in Time Series Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Cusum Test for Parameter Change in Regression Models with ARCH Errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4522393 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4947392 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4937701 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4220653 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3395931 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence and empirical processes. With applications to statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation for diffusion processes from discrete observation / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 17:38, 24 June 2024

scientific article
Language Label Description Also known as
English
The Bickel--Rosenblatt test for diffusion processes
scientific article

    Statements

    The Bickel--Rosenblatt test for diffusion processes (English)
    0 references
    0 references
    4 August 2006
    0 references
    diffusion process
    0 references
    discrete scheme
    0 references
    Gaussian test
    0 references
    Bickel-Rosenblatt test
    0 references
    weak convergence
    0 references
    test for existence of jumps
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers