A test for model specification of diffusion processes (Q2477057)
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scientific article; zbMATH DE number 5248847
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A test for model specification of diffusion processes |
scientific article; zbMATH DE number 5248847 |
Statements
A test for model specification of diffusion processes (English)
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12 March 2008
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bootstrap
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diffusion process
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empirical likelihood
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goodness-of-fit test
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time series
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transitional density
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0.8723065257072449
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0.8672022819519043
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0.8436180353164673
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0.8406752347946167
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0.8378878831863403
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