Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models (Q959272)
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scientific article; zbMATH DE number 5381653
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| English | Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models |
scientific article; zbMATH DE number 5381653 |
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Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models (English)
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11 December 2008
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bandwidth
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drift function
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generalized likelihood ratio test
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nonparametric model specification test
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wild bootstrap
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0.7714648246765137
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0.7669932842254639
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0.7476558685302734
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0.7430692911148071
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0.7380744814872742
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