Nonparametric Transition-Based Tests for Jump Diffusions (Q5254730): Difference between revisions
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Latest revision as of 16:33, 30 December 2024
scientific article; zbMATH DE number 6444368
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Transition-Based Tests for Jump Diffusions |
scientific article; zbMATH DE number 6444368 |
Statements
Nonparametric Transition-Based Tests for Jump Diffusions (English)
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10 June 2015
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likelihood ratio-test
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local linear fit
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Markovian process
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null distribution
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specification test
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transition density
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