Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach
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Publication:528171
DOI10.1016/J.JECONOM.2012.10.001zbMATH Open1443.62338OpenAlexW2072449043MaRDI QIDQ528171FDOQ528171
Authors: Bin Chen, Zhaogang Song 
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612002333
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Cited In (5)
- Testing for diffusion in a discretely observed semimartingale
- Bivariate sub-Gaussian model for stock index returns
- A martingale approach for testing diffusion models based on infinitesimal operator
- Testing the parametric specification of the diffusion function in a diffusion process
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach
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