Specification testing in discretized diffusion models: theory and practice (Q299265)
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scientific article; zbMATH DE number 6596549
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| English | Specification testing in discretized diffusion models: theory and practice |
scientific article; zbMATH DE number 6596549 |
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Specification testing in discretized diffusion models: theory and practice (English)
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22 June 2016
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continuous-time diffusion process
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kernel method
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nonparametric testing
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power function
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size function
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time series econometrics
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0.8500593304634094
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0.8499287962913513
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0.8436180353164673
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0.8158851265907288
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0.8102864623069763
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