A martingale approach for testing diffusion models based on infinitesimal operator
Zhaogang Song
| Year of publication: |
2011
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|---|---|
| Authors: | Song, Zhaogang |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 162.2011, 2, p. 189-212
|
| Subject: | Theorie | Theory | Martingal | Martingale | Innovationsdiffusion | Innovation diffusion | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009270656