Pages that link to "Item:Q385188"
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The following pages link to A specification test of stochastic diffusion models (Q385188):
Displaying 9 items.
- Bootstrap specification tests for diffusion processes (Q261886) (← links)
- Specification testing in discretized diffusion models: theory and practice (Q299265) (← links)
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
- A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
- Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
- Testing diffusion processes for non-stationarity (Q1028540) (← links)
- Information ratio test for model misspecification on parametric structures in stochastic diffusion models (Q1927178) (← links)
- Specification tests for univariate diffusions (Q5095206) (← links)
- Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence (Q6064237) (← links)