Pages that link to "Item:Q299265"
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The following pages link to Specification testing in discretized diffusion models: theory and practice (Q299265):
Displaying 21 items.
- Bootstrap specification tests for diffusion processes (Q261886) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- A specification test of stochastic diffusion models (Q385188) (← links)
- A consistent model specification test with mixed discrete and continuous data (Q451277) (← links)
- Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
- Nonparametric tests of the Markov hypothesis in continuous-time models (Q605941) (← links)
- Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
- Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
- Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models (Q959272) (← links)
- A test for a parametric form of the volatility in second-order diffusion models (Q1695433) (← links)
- Information ratio test for model misspecification on parametric structures in stochastic diffusion models (Q1927178) (← links)
- Goodness-of-fit test for interest rate models: an approach based on empirical processes (Q1942884) (← links)
- Multidimensional specification test based on non-stationary time series (Q2161017) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- Testing the parametric specification of the diffusion function in a diffusion process (Q2886941) (← links)
- GENERAL SPECIFICATION TESTING WITH LOCALLY MISSPECIFIED MODELS (Q2995424) (← links)
- Specification tests for univariate diffusions (Q5095206) (← links)
- Nonparametric Transition-Based Tests for Jump Diffusions (Q5254730) (← links)
- Test for dispersion constancy in stochastic differential equation models (Q5414508) (← links)
- Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)
- Nonparametric specification test for volatility function in diffusion model and its applications under microstructure noise (Q6654095) (← links)