Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 00:31, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach |
scientific article |
Statements
Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (English)
0 references
12 May 2017
0 references
diffusion
0 references
infinitesimal operator
0 references
martingale
0 references
nonparametric
0 references