Pages that link to "Item:Q2477057"

The following pages link to A test for model specification of diffusion processes (Q2477057):

Displaying 36 items.

• Optimal restricted quadratic estimator of integrated volatility (Q287536) (← links)
• Specification testing in discretized diffusion models: theory and practice (Q299265) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• A specification test of stochastic diffusion models (Q385188) (← links)
• Marginal empirical likelihood and sure independence feature screening (Q385789) (← links)
• Goodness-of-fit test for stochastic volatility models (Q391575) (← links)
• On a family of test statistics for discretely observed diffusion processes (Q391894) (← links)
• Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
• Empirical likelihood inference for logistic equation with random perturbation (Q488925) (← links)
• Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
• Nonparametric tests of the Markov hypothesis in continuous-time models (Q605941) (← links)
• Rejoinder on: A review on empirical likelihood methods for regression (Q619116) (← links)
• A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
• Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
• Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
• Variation-based tests for volatility misspecification (Q898596) (← links)
• Divergences test statistics for discretely observed diffusion processes (Q963864) (← links)
• Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
• Information ratio test for model misspecification on parametric structures in stochastic diffusion models (Q1927178) (← links)
• Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757) (← links)
• Goodness-of-fit test for interest rate models: an approach based on empirical processes (Q1942884) (← links)
• Robust test for dispersion parameter change in discretely observed diffusion processes (Q2008123) (← links)
• Nonparametric estimation of jump diffusion models (Q2024442) (← links)
• A test for model specification of diffusion processes (Q2477057) (← links)
• An asymptotic analysis of likelihood-based diffusion model selection using high frequency data (Q2512621) (← links)
• Empirical likelihood-based inference for nonparametric recurrent diffusions (Q2630085) (← links)
• The indirect method for stochastic logistic growth models (Q2979621) (← links)
• Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach (Q3021187) (← links)
• REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS (Q3557551) (← links)
• On the goodness-of-fit testing for ergodic diffusion processes (Q3569218) (← links)
• ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS (Q5012629) (← links)
• Specification tests for univariate diffusions (Q5095206) (← links)
• SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION (Q5199498) (← links)
• Evidential inference for diffusion-type processes (Q5222325) (← links)
• Test for dispersion constancy in stochastic differential equation models (Q5414508) (← links)
• Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)