A simulation-based specification test for diffusion processes
Geetesh Bhardwaj; Valentina Corradi; Norman R. Swanson
| Year of publication: |
2008
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|---|---|
| Authors: | Bhardwaj, Geetesh ; Corradi, Valentina ; Swanson, Norman R. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 26.2008, 2, p. 176-193
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| Subject: | Statistische Verteilung | Statistical distribution | Simulation | Statistischer Test | Statistical test | Theorie | Theory |
| 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/10003675685