Pages that link to "Item:Q3580636"
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The following pages link to CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION (Q3580636):
Displaying 10 items.
- 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)
- Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757) (← links)
- Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
- On the characteristic function for asymmetric Student \(t\) distributions (Q2451413) (← links)
- CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH (Q4569585) (← links)
- Specification testing in random coefficient models (Q4625073) (← links)
- On the Characteristic Function for Asymmetric Exponential Power Distributions (Q5080155) (← links)
- Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)
