Specification testing in discretized diffusion models : theory and practice
Year of publication: |
2008
|
---|---|
Authors: | Gao, Jiti ; Casas, Isabel |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 147.2008, 1, p. 131-140
|
Subject: | Modellierung | Scientific modelling | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics |
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