Divergences Test Statistics for Discretely Observed Diffusion Processes
Year of publication: |
2008-08-06
|
---|---|
Authors: | Gregorio, Alessandro De ; Iacus, Stefano |
Institutions: | Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano |
Subject: | diffusion processes | empirical level | divergences |
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