Pages that link to "Item:Q4939809"

The following pages link to Specification Tests for the Variance of a Diffusion (Q4939809):

Displaying 21 items.

• A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917) (← links)
• Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach (Q291102) (← links)
• Specification testing in discretized diffusion models: theory and practice (Q299265) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
• Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
• A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
• Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
• Variation-based tests for volatility misspecification (Q898596) (← links)
• A test for a parametric form of the volatility in second-order diffusion models (Q1695433) (← links)
• Model checks for the volatility under microstructure noise (Q1932237) (← links)
• Goodness-of-fit test for interest rate models: an approach based on empirical processes (Q1942884) (← links)
• Distribution-free specification test for volatility function based on high-frequency data with microstructure noise (Q2082567) (← links)
• Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303) (← links)
• TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS (Q2886941) (← links)
• Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing (Q3411074) (← links)
• Testing heteroscedasticity in nonlinear and nonparametric regressions (Q5192952) (← links)
• NONPARAMETRIC HYPOTHESIS OF DRIFT FUNCTION IN LOCALLY STATIONARY DIFFUSION MODELS (Q5208913) (← links)
• A nonparametric specification test for the volatility functions of diffusion processes (Q5860932) (← links)
• Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models (Q5964754) (← links)
• Testing the volatility jumps based on the high frequency data (Q6134625) (← links)