A two-step test for the two-sample problem of processes of Ornstein-Uhlenbeck type (Q2661851): Difference between revisions

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+A homogeneity test based on empirical characteristic functions
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+A bootstrap algorithm for the two-sample problem using trigonometric Hermite spline interpolation
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+\(K\)-sample tests based on the likelihood ratio
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+A test for the two-sample problem based on empirical characteristic functions
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Valuing Volatility and Variance Swaps for a Non‐Gaussian Ornstein–Uhlenbeck Stochastic Volatility Model
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+Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling
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+Spectral properties of superpositions of Ornstein-Uhlenbeck type processes
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+The Cusum Test for Parameter Change in Time Series Models
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+Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes
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+Some asymptotic theory for the bootstrap
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+On bootstrap resampling and iteration
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+How do bootstrap and permutation tests work?
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+A Lack-of-Fit Test for Quantile Regression
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+Some stationary processes in discrete and continuous time
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+On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process
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+Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration
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+The empirical characteristic function and its applications
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+Spot volatility estimation for high-frequency data
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+Activity signature functions for high-frequency data analysis
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+Testing for pure-jump processes for high-frequency data
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+Bootstrapping volatility functionals: a local and nonparametric perspective
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