Pages that link to "Item:Q528006"

The following pages link to Stationarity-based specification tests for diffusions when the process is nonstationary (Q528006):

Displaying 8 items.

• Asymptotics for recurrent diffusions with application to high frequency regression (Q341886) (← links)
• Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
• Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
• Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303) (← links)
• NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE (Q2878822) (← links)
• A reexamination of stock return predictability (Q5964757) (← links)
• Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
• Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)