Nonparametric tests of the Markov hypothesis in continuous-time models (Q605941)
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scientific article
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| English | Nonparametric tests of the Markov hypothesis in continuous-time models |
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Nonparametric tests of the Markov hypothesis in continuous-time models (English)
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15 November 2010
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Markov hypothesis
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Chapman-Kolmogorov equation
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locally linear smoother
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transition density
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diffusion
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0.9335701
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0.9321919
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0.92535126
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0.9099977
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0.9006085
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