Specification Tests for the Variance of a Diffusion (Q4939809)
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scientific article; zbMATH DE number 1408761
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Specification Tests for the Variance of a Diffusion |
scientific article; zbMATH DE number 1408761 |
Statements
Specification Tests for the Variance of a Diffusion (English)
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1 March 2000
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heteroscedasticity
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diffusion
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nonparametric variance estimation
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asymptotic significance level
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