Stationarity-based specification tests for diffusions when the process is nonstationary
Yacine Aït-Sahalia; Joon Y. Park
| Year of publication: |
2012
|
|---|---|
| Authors: | Aït-Sahalia, Yacine ; Park, Joon Y. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 169.2012, 2, p. 279-292
|
| Subject: | Statistische Verteilung | Statistical distribution | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
| 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/10009673191