An asymptotic analysis of likelihood-based diffusion model selection using high frequency data (Q2512621): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2013.08.036
@@ Property / DOI: 10.1016/j.jeconom.2013.08.036 / rank @@
-Normal rank
@@ Property / author @@
-Hwan-sik Choi
@@ Property / author: Hwan-sik Choi / rank @@
-Normal rank
@@ Property / author @@
+Hwan-sik Choi
@@ Property / author: Hwan-sik Choi / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2013.08.036
+Normal rank
@@ Property / OpenAlex ID @@
+W2026630553
@@ Property / OpenAlex ID: W2026630553 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
+Normal rank
@@ Property / cites work @@
+Fully Nonparametric Estimation of Scalar Diffusion Models
+Normal rank
@@ Property / cites work @@
+Limiting Distribution of the Maximum of a Diffusion Process
+Normal rank
@@ Property / cites work @@
+On the functional central limit theorem and the law of the iterated logarithm for Markov processes
+Normal rank
@@ Property / cites work @@
+On the approximate maximum likelihood estimation for diffusion processes
+Normal rank
@@ Property / cites work @@
+A test for model specification of diffusion processes
+Normal rank
@@ Property / cites work @@
+Improving robust model selection tests for dynamic models
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Q5539510
@@ Property / cites work: Q5539510 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5539511
@@ Property / cites work: Q5539511 / rank @@
+Normal rank
@@ Property / cites work @@
+I-divergence geometry of probability distributions and minimization problems
+Normal rank
@@ Property / cites work @@
+Maximum and minimum of one-dimensional diffusions
@@ Property / cites work: Maximum and minimum of one-dimensional diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+A YIELD‐FACTOR MODEL OF INTEREST RATES
@@ Property / cites work: A YIELD‐FACTOR MODEL OF INTEREST RATES / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
+Normal rank
@@ Property / cites work @@
+A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
+Normal rank
@@ Property / cites work @@
+On Information and Sufficiency
@@ Property / cites work: On Information and Sufficiency / rank @@
+Normal rank
@@ Property / cites work @@
+Model selection tests for nonlinear dynamic models
+Normal rank
@@ Property / cites work @@
+Limit theorems for random walks, birth and death processes, and diffusion processes
+Normal rank
@@ Property / cites work @@
+Parameter estimation and bias correction for diffusion processes
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ Property / cites work @@
+Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
+Normal rank
@@ Property / cites work @@
+A multivariate central limit theorem for continuous local martingales
+Normal rank
@@ Property / DOI @@
+.1016/J.JECONOM.2013.08.036
@@ Property / DOI: 10.1016/J.JECONOM.2013.08.036 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2512621