Semi-nonparametric estimation and misspecification testing of diffusion models
Dennis Kristensen
| Year of publication: |
2010
|
|---|---|
| Authors: | Kristensen, Dennis |
| Publisher: |
Copenhagen : Centre for Industrial Economics, Institute of Economics, University of Copenhagen |
| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Core | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | Online-Ressource (39 S., 355 KB) |
|---|---|
| Series: | Discussion papers / Department of Economics, University of Copenhagen. - Copenhagen, ZDB-ID 2595081-2. - Vol. 10,10 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003942044