A test for model specification of diffusion processes (Q2477057): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Song Xi Chen / rank | |||
| Property / author | |||
| Property / author: J. T. Gao / rank | |||
Revision as of 15:24, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test for model specification of diffusion processes |
scientific article |
Statements
A test for model specification of diffusion processes (English)
0 references
12 March 2008
0 references
bootstrap
0 references
diffusion process
0 references
empirical likelihood
0 references
goodness-of-fit test
0 references
time series
0 references
transitional density
0 references
