Specification tests for univariate diffusions (Q5095206)
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scientific article; zbMATH DE number 7568841
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Specification tests for univariate diffusions |
scientific article; zbMATH DE number 7568841 |
Statements
Specification tests for univariate diffusions (English)
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5 August 2022
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stochastic differential equations
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Neyman smooth test
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size distortion
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dependence
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0.95835215
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0.9319044
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0.91963863
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0.9166685
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0.90874505
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0.90504444
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0.8913377
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