Pages that link to "Item:Q737898"
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The following pages link to A martingale approach for testing diffusion models based on infinitesimal operator (Q737898):
Displaying 8 items.
- 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)
- Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303) (← links)
- Specification tests for univariate diffusions (Q5095206) (← links)
- NONPARAMETRIC HYPOTHESIS OF DRIFT FUNCTION IN LOCALLY STATIONARY DIFFUSION MODELS (Q5208913) (← links)
- (Q5224255) (← links)
- Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)
