Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
Bin Chen; Yongmiao Hong
| Year of publication: |
2010
|
|---|---|
| Authors: | Chen, Bin ; Hong, Yongmiao |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 26.2010, 4, p. 1115-1179
|
| Subject: | Theorie | Theory | Markov-Kette | Markov chain | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression 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/10003993831