Generalized spectral testing for multivariate continuous-time models (Q738028)
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scientific article; zbMATH DE number 6616778
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| English | Generalized spectral testing for multivariate continuous-time models |
scientific article; zbMATH DE number 6616778 |
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Generalized spectral testing for multivariate continuous-time models (English)
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12 August 2016
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affine jump-diffusion model
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conditional characteristic function
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discrete-time distribution model
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generalized cross-spectrum
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Lévy processes
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model specification test
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multivariate continuous-time model
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0.835957944393158
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0.8066293001174927
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0.7967223525047302
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0.7907376289367676
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