Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models (Q959272)

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Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models
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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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