Specification tests for univariate diffusions (Q5095206): Difference between revisions

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+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
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+Q3250106
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+Asymptotically distribution-free tests for the volatility function of a diffusion
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+A test for model specification of diffusion processes
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+Goodness of Fit via Non-parametric Likelihood Ratios
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+A Theory of the Term Structure of Interest Rates
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+Simulated Moments Estimation of Markov Models of Asset Prices
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+Likelihood Inference for Discretely Observed Nonlinear Diffusions
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+A data-driven smooth test of symmetry
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+Estimation of the diffusion coefficient from crossings
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+Specification testing in discretized diffusion models: theory and practice
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+ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS
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+Q3148974
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+On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations*
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+Consistency and Monte Carlo simulation of a data driven version of smooth goodness-of-fit tests
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+Semi-nonparametric estimation and misspecification testing of diffusion models
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+Data-Driven Version of Neyman's Smooth Test of Fit
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+Q5769351
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+Q4834284
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+Remarks on a Multivariate Transformation
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+Estimation for nonlinear stochastic differential equations by a local linearization method<sup>1</sup>
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+A martingale approach for testing diffusion models based on infinitesimal operator
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+An equilibrium characterization of the term structure
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