Pages that link to "Item:Q5414508"
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The following pages link to Test for dispersion constancy in stochastic differential equation models (Q5414508):
Displaying 4 items.
- Optimal restricted quadratic estimator of integrated volatility (Q287536) (← links)
- Goodness-of-fit test for stochastic volatility models (Q391575) (← links)
- The Bickel-Rosenblatt test for continuous time stochastic volatility models (Q464450) (← links)
- Monitoring change point for diffusion parameter based on discretely observed sample from stochastic differential equation models (Q6574660) (← links)
