Pages that link to "Item:Q605941"
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The following pages link to Nonparametric tests of the Markov hypothesis in continuous-time models (Q605941):
Displayed 7 items.
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- A transformation approach to modelling multi-modal diffusions (Q393584) (← links)
- Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
- Nonparametric tests of the Markov hypothesis in continuous-time models (Q605941) (← links)
- Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900) (← links)
- Goodness-of-fit test for interest rate models: an approach based on empirical processes (Q1942884) (← links)