Stationarity-based specification tests for diffusions when the process is nonstationary (Q528006): Difference between revisions

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+Comportement asymptotique du temps d'occupation du processus des sommes partielles. (Asymptotical behavior of the occupation time of partial sums)
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+ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES
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+Fully Nonparametric Estimation of Scalar Diffusion Models
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+Nonparametric statistics for stochastic processes. Estimation and prediction.
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+Bootstrap specification tests for diffusion processes
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+A Theory of the Term Structure of Interest Rates
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+On Occupation Times for Markoff Processes
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+Q3721531
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+Limit theorems for null recurrent Markov processes
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+Q4002114
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+Q3923307
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+A consistent bootstrap test for conditional density functions with time-series data
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+Q4303982
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@@ Property / cites work @@
+An equilibrium characterization of the term structure
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+Publication:528006