Pages that link to "Item:Q5254730"
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The following pages link to Nonparametric Transition-Based Tests for Jump Diffusions (Q5254730):
Displaying 43 items.
- Rejoinder on: ``An updated review of goodness-of-fit tests for regression models'' (Q364176) (← links)
- Asymptotic lower bounds in estimating jumps (Q395992) (← links)
- Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
- Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
- International market links and volatility transmission (Q528027) (← links)
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
- Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models (Q530607) (← links)
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
- Nonparametric tests of the Markov hypothesis in continuous-time models (Q605941) (← links)
- A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
- Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900) (← links)
- Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
- Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
- A tale of two option markets: pricing kernels and volatility risk (Q894646) (← links)
- Variation-based tests for volatility misspecification (Q898596) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Expansion for moments of regression quantiles with applications to nonparametric testing (Q1740509) (← links)
- Information ratio test for model misspecification on parametric structures in stochastic diffusion models (Q1927178) (← links)
- Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757) (← links)
- Goodness-of-fit test for interest rate models: an approach based on empirical processes (Q1942884) (← links)
- How to test that a given process is an Ornstein-Uhlenbeck process (Q2046298) (← links)
- Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303) (← links)
- Specification test for Markov models with measurement errors (Q2252889) (← links)
- High-frequency factor models and regressions (Q2305976) (← links)
- Testing for symmetry and conditional symmetry using asymmetric kernels (Q2355168) (← links)
- Testing conditional independence via empirical likelihood (Q2451799) (← links)
- A test for model specification of diffusion processes (Q2477057) (← links)
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder) (Q2477585) (← links)
- A unified approach to validating univariate and multivariate conditional distribution models in time series (Q2512595) (← links)
- Density estimation for nonlinear parametric models with conditional heteroscedasticity (Q2630164) (← links)
- Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach (Q3021187) (← links)
- A Consistent Test for Multivariate Conditional Distributions (Q3168910) (← links)
- TESTING FOR THE MARKOV PROPERTY IN TIME SERIES (Q3224040) (← links)
- Double Smoothed Volatility Estimation of Potentially Non‐stationary Jump‐diffusion Model of Shibor (Q5030951) (← links)
- Testing for Jump Spillovers Without Testing for Jumps (Q5120659) (← links)
- SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION (Q5199498) (← links)
- A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities (Q5861023) (← links)
- Jump‐robust testing of volatility functions in continuous time models (Q6059411) (← links)
- Testing the volatility jumps based on the high frequency data (Q6134625) (← links)
- Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)
- Goodness-of-Fit Test in Multivariate Jump Diffusion Models (Q6634860) (← links)
- A model specification test for nonlinear stochastic diffusions with delay (Q6635304) (← links)
- Reweighted Nadaraya-Watson estimation of stochastic volatility jump-diffusion models (Q6647605) (← links)
