Goodness-of-fit test for the SVM based on noisy observations (Q5739481)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Goodness-of-fit test for the SVM based on noisy observations |
scientific article; zbMATH DE number 6603996
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Goodness-of-fit test for the SVM based on noisy observations |
scientific article; zbMATH DE number 6603996 |
Statements
Goodness-of-fit test for stochastic volatility models Based on noisy observations (English)
0 references
15 July 2016
0 references
empirical characteristic function
0 references
goodness of fit
0 references
high frequency data
0 references
microstructure noise
0 references
stochastic volatility model
0 references
bootstrap method
0 references
data analysis
0 references
0.8302481174468994
0 references
0.788713276386261
0 references
0.7833999395370483
0 references
0.7494797706604004
0 references
0.7488905191421509
0 references
