Pages that link to "Item:Q2511575"
From MaRDI portal
The following pages link to Testing for diffusion in a discretely observed semimartingale (Q2511575):
Displaying 8 items.
- Nonparametric tests for pathwise properties of semimartingales (Q453304) (← links)
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
- Divergences test statistics for discretely observed diffusion processes (Q963864) (← links)
- Testing the type of a semi-martingale: Itō against multifractal (Q1952101) (← links)
- Discovery of rare event testing for stochastic simulations of diffusion processes (Q2159590) (← links)
- Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data (Q2347453) (← links)
- Testing for continuous local martingales using the crossing tree (Q2802751) (← links)
- Specification tests for univariate diffusions (Q5095206) (← links)