Specification testing in discretized diffusion models: theory and practice (Q299265): Difference between revisions
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continuous-time diffusion process | |||
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kernel method | |||
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nonparametric testing | |||
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power function | |||
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size function | |||
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time series econometrics | |||
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Revision as of 22:33, 27 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Specification testing in discretized diffusion models: theory and practice |
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Specification testing in discretized diffusion models: theory and practice (English)
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22 June 2016
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continuous-time diffusion process
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kernel method
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nonparametric testing
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power function
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size function
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time series econometrics
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