Specification testing in discretized diffusion models: theory and practice (Q299265): Difference between revisions
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| Property / zbMATH DE Number: 6596549 / rank | |||
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continuous-time diffusion process | |||
| Property / zbMATH Keywords: continuous-time diffusion process / rank | |||
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kernel method | |||
| Property / zbMATH Keywords: kernel method / rank | |||
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nonparametric testing | |||
| Property / zbMATH Keywords: nonparametric testing / rank | |||
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power function | |||
| Property / zbMATH Keywords: power function / rank | |||
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size function | |||
| Property / zbMATH Keywords: size function / rank | |||
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time series econometrics | |||
| Property / zbMATH Keywords: time series econometrics / rank | |||
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Revision as of 22:33, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Specification testing in discretized diffusion models: theory and practice |
scientific article |
Statements
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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