Goodness-of-fit test in multivariate jump diffusion models
Shulin Zhang, Qian M. Zhou, Dongming Zhu, Peter X.-K. Song
| Year of publication: |
2019
|
|---|---|
| Authors: | Zhang, Shulin ; Zhou, Qian M. ; Zhu, Dongming ; Song, Peter X.-K. |
| 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