Pages that link to "Item:Q738035"
From MaRDI portal
The following pages link to Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035):
Displayed 8 items.
- 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)
- Variation-based tests for volatility misspecification (Q898596) (← links)
- Information ratio test for model misspecification on parametric structures in stochastic diffusion models (Q1927178) (← links)
- Nonparametric identification and estimation of transformation models (Q2354851) (← links)
- Diffusion copulas: identification and estimation (Q2658762) (← links)
- Specification tests for univariate diffusions (Q5095206) (← links)
- Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)