Pages that link to "Item:Q5696351"
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The following pages link to ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS (Q5696351):
Displaying 31 items.
- Nonparametric simultaneous testing for structural breaks (Q291109) (← links)
- Specification testing in discretized diffusion models: theory and practice (Q299265) (← links)
- Fiscal policy and asset markets: a semiparametric analysis (Q299268) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← 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)
- Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900) (← links)
- Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
- A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056) (← links)
- A misspecification test for multiplicative error models of non-negative time series processes (Q888328) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Specification testing in nonlinear and nonstationary time series autoregression (Q1043717) (← links)
- Goodness-of-fit test for interest rate models: an approach based on empirical processes (Q1942884) (← links)
- Specification test for Markov models with measurement errors (Q2252889) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models (Q2419671) (← links)
- Moment inequalities for spatial processes (Q2483441) (← links)
- Density estimation for nonlinear parametric models with conditional heteroscedasticity (Q2630164) (← links)
- Using the dependent wild bootstrap for the nonparametric goodness-of-fit test for density functions (Q2953562) (← links)
- The central limit theorem for degenerate variable<i>U</i>-statistics under dependence (Q3106418) (← links)
- SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE (Q3168871) (← links)
- Nonparametric Methods in Continuous Time Model Specification (Q3432679) (← links)
- ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS (Q3577700) (← links)
- CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION (Q3580636) (← links)
- NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY (Q3652630) (← links)
- Specification tests for univariate diffusions (Q5095206) (← links)
- SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION (Q5199498) (← links)
- Semiparametric methods in nonlinear time series analysis: a selective review (Q5419459) (← links)
- Nonparametric goodness-of-fit testing for a continuous multivariate parametric model (Q6097557) (← links)
- Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)
- Goodness-of-Fit Test in Multivariate Jump Diffusion Models (Q6634860) (← links)
