Pages that link to "Item:Q473355"
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The following pages link to Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355):
Displayed 7 items.
- Permutation test for heterogeneous treatment effects with a nuisance parameter (Q95381) (← links)
- Distribution-free specification test for volatility function based on high-frequency data with microstructure noise (Q2082567) (← links)
- A goodness-of-fit test for copulas based on martingale transformation (Q2295802) (← links)
- Specification tests for univariate diffusions (Q5095206) (← links)
- A nonparametric specification test for the volatility functions of diffusion processes (Q5860932) (← links)
- Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)
- Jump‐robust testing of volatility functions in continuous time models (Q6059411) (← links)