Pages that link to "Item:Q738035"

The following pages link to Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035):

Displaying 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)