Pages that link to "Item:Q2886941"
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The following pages link to TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS (Q2886941):
Displaying 11 items.
- Specification testing in discretized diffusion models: theory and practice (Q299265) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← 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)
- A test for a parametric form of the volatility in second-order diffusion models (Q1695433) (← links)
- Goodness-of-fit test for interest rate models: an approach based on empirical processes (Q1942884) (← links)
- Jump‐robust testing of volatility functions in continuous time models (Q6059411) (← links)
- Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)
