Specification testing in discretized diffusion models: theory and practice (Q299265): Difference between revisions

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+Nonparametric Pricing of Interest Rate Derivative Securities
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+Fully Nonparametric Estimation of Scalar Diffusion Models
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+An adaptive empirical likelihood test for parametric time series regression models
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+A test for model specification of diffusion processes
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+Bootstrap specification tests for diffusion processes
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+Specification Tests for the Variance of a Diffusion
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+A Reexamination of Diffusion Estimators With Applications to Financial Model Validation
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+Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
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+CONSISTENT MODEL SPECIFICATION TESTS
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+Some higher-order theory for a consistent non-parametric model specification test
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+Nonlinear Time Series
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+ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS
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+The bootstrap and Edgeworth expansion
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+An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
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+TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS
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+Consistent model specification tests for time series econometric models
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+A simple consistent bootstrap test for a parametric regression function
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+BIAS REDUCTION IN NONPARAMETRIC DIFFUSION COEFFICIENT ESTIMATION
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+On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
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+A consistent test of functional form via nonparametric estimation techniques
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