Pages that link to "Item:Q1776002"

The following pages link to On a test for a parametric form of volatility in continuous time financial models (Q1776002):

Displaying 24 items.

• Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach (Q291102) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• Goodness-of-fit test for stochastic volatility models (Q391575) (← links)
• ANOVA for diffusions and Itō processes (Q449957) (← links)
• Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
• Variation-based tests for volatility misspecification (Q898596) (← links)
• A test for a parametric form of the volatility in second-order diffusion models (Q1695433) (← links)
• Inference on the variance and smoothing of the paths of diffusions. (Statistique sur la variance et régularisation des trajectoires de diffusions) (Q1863433) (← links)
• Goodness-of-fit test for interest rate models: an approach based on empirical processes (Q1942884) (← links)
• Distribution-free specification test for volatility function based on high-frequency data with microstructure noise (Q2082567) (← links)
• Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303) (← links)
• Testing for a constant coefficient of variation in nonparametric regression (Q2431725) (← links)
• A test for the rank of the volatility process: the random perturbation approach (Q2438757) (← links)
• A Hausman test for Brownian motion (Q2461269) (← links)
• Testing for diffusion in a discretely observed semimartingale (Q2511575) (← links)
• The continuous-time limit of score-driven volatility models (Q2658765) (← links)
• Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing (Q3411074) (← links)
• Goodness–of–Fit Test for Stochastic Volatility Models (Q4609014) (← links)
• Testing heteroscedasticity in nonlinear and nonparametric regressions (Q5192952) (← links)
• Test for dispersion constancy in stochastic differential equation models (Q5414508) (← links)
• A nonparametric specification test for the volatility functions of diffusion processes (Q5860932) (← links)
• Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)
• Heteroscedasticity test of high-frequency data with jumps and market microstructure noise (Q6580713) (← links)
• Nonparametric specification test for volatility function in diffusion model and its applications under microstructure noise (Q6654095) (← links)