Pages that link to "Item:Q299265"
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The following pages link to Specification testing in discretized diffusion models: theory and practice (Q299265):
Displayed 7 items.
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- A specification test of stochastic diffusion models (Q385188) (← links)
- Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
- Nonparametric tests of the Markov hypothesis in continuous-time models (Q605941) (← links)
- Information ratio test for model misspecification on parametric structures in stochastic diffusion models (Q1927178) (← links)
- Goodness-of-fit test for interest rate models: an approach based on empirical processes (Q1942884) (← links)
- Test for dispersion constancy in stochastic differential equation models (Q5414508) (← links)