Goodness-of-fit test in multivariate jump diffusion models
Shulin Zhang, Qian M. Zhou, Dongming Zhu, Peter X.-K. Song
| Year of publication: |
2019
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|---|---|
| Authors: | Zhang, Shulin ; Zhou, Qian M. ; Zhu, Dongming ; Song, Peter X.-K. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 37.2019, 2, p. 275-287
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| Subject: | Approximate MLE | In-sample likelihood | Information matrix | Model specification test | Out-of-sample likelihood | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2017.1321547 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012176627