Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models
| Year of publication: |
2006
|
|---|---|
| Authors: | Kim, Myung Suk ; Wang, Suojin |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 50.2006, 7, p. 1793-1806
|
| Publisher: |
Elsevier |