A test for model specification of diffusion processes (Q2477057)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test for model specification of diffusion processes |
scientific article |
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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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