An empirical likelihood goodness-of-fit test for diffusions
Year of publication: |
2002
|
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Authors: | Chen, Song Xi ; Härdle, Wolfgang ; Kleinow, Torsten |
Published in: |
Applied quantitative finance : theory and computational tools. - Berlin : Springer, ISBN 3-540-43460-7. - 2002, p. 259-281
|
Subject: | Statistische Verteilung | Statistical distribution | Innovationsdiffusion | Innovation diffusion | Statistischer Test | Statistical test | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics |
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