Specification tests for univariate diffusions
Stan Hurn, Vance L. Martin, and Lina Xu
| Year of publication: |
2022
|
|---|---|
| Authors: | Hurn, Stan ; Martin, Vance ; Xu, Lina |
| Subject: | dependence | Neyman smooth test | size distortion | Stochastic differential equations | Statistischer Test | Statistical test | Theorie | Theory | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2021.1995683 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013364897