A test for model specification of diffusion processes (Q2477057): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: math/0702123 / rank | |||
Normal rank | |||
Revision as of 07:43, 19 April 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
