An empirical likelihood goodness-of-fit test for diffusions
Song Xi Chen, Wolfgang Härdle and Torsten Kleinow
| Year of publication: |
2002
|
|---|---|
| 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 | Statistischer Test | Statistical test | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Nichtparametrisches Verfahren | Nonparametric statistics |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001750003