TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS (Q2886941): Difference between revisions

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+Specification Tests for the Variance of a Diffusion
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+Bootstrap conditional distribution tests in the presence of dynamic misspecification
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+On some global measures of the deviations of density function estimates
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+Central limit theorem for degenerate<i>U</i>-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
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+A Theory of the Term Structure of Interest Rates
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