A martingale approach for testing diffusion models based on infinitesimal operator
Year of publication: |
2011
|
---|---|
Authors: | Song, Zhaogang |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 162.2011, 2, p. 189-212
|
Subject: | Theorie | Theory | Martingal | Martingale | Statistischer Test | Statistical test | Innovationsdiffusion | Innovation diffusion |
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