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Specification tests for univariate diffusions
Hurn, Stan; Martin, Vance; Xu, Lina - In: Econometric reviews 41 (2022) 6, pp. 607-632
Persistent link: https://www.econbiz.de/10013364897
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A comparative study of likelihood approximations for univariate diffusions
Hurn, Stan; Lindsay, Kenneth A.; Xu, Lina - In: Journal of financial econometrics 21 (2023) 3, pp. 852-879
Persistent link: https://www.econbiz.de/10014314834