Bootstrap specification tests for diffusion processes (Q261886): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3125374987 / rank | |||
Normal rank | |||
Revision as of 19:47, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap specification tests for diffusion processes |
scientific article |
Statements
Bootstrap specification tests for diffusion processes (English)
0 references
24 March 2016
0 references
block bootstrap
0 references
diffusion process
0 references
multifactor model
0 references
parameter estimation error
0 references
specification test
0 references
stochastic volatility
0 references
