Bootstrap specification tests for diffusion processes (Q261886)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap specification tests for diffusion processes |
scientific article |
Statements
Bootstrap specification tests for diffusion processes (English)
0 references
24 March 2016
0 references
block bootstrap
0 references
diffusion process
0 references
multifactor model
0 references
parameter estimation error
0 references
specification test
0 references
stochastic volatility
0 references
