Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035)
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scientific article; zbMATH DE number 6616784
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| English | Semi-nonparametric estimation and misspecification testing of diffusion models |
scientific article; zbMATH DE number 6616784 |
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Semi-nonparametric estimation and misspecification testing of diffusion models (English)
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12 August 2016
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diffusion process
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kernel estimation
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nonparametric
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specification testing
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semiparametric
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transition density
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0.830970823764801
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0.8232638835906982
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0.8202453255653381
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0.8187997937202454
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0.8095674514770508
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