Empirical‐process‐based specification tests for diffusion models (Q6180919)
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scientific article; zbMATH DE number 7792224
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| English | Empirical‐process‐based specification tests for diffusion models |
scientific article; zbMATH DE number 7792224 |
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Empirical‐process‐based specification tests for diffusion models (English)
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22 January 2024
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diffusion model
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distribution free
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empirical process
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martingale transformation
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0.8723262548446655
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0.8536439538002014
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0.8395830392837524
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0.8384009599685669
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0.8350510597229004
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