Specification testing in discretized diffusion models: theory and practice (Q299265)

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Specification testing in discretized diffusion models: theory and practice
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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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