Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach
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Publication:528171
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Cited in
(5)- Testing the parametric specification of the diffusion function in a diffusion process
- Testing for diffusion in a discretely observed semimartingale
- A martingale approach for testing diffusion models based on infinitesimal operator
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach
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