Pages that link to "Item:Q473355"
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The following pages link to Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355):
Displaying 17 items.
- Permutation test for heterogeneous treatment effects with a nuisance parameter (Q95381) (← links)
- Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach (Q291102) (← links)
- A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
- Variation-based tests for volatility misspecification (Q898596) (← links)
- A test for a parametric form of the volatility in second-order diffusion models (Q1695433) (← links)
- On a test for a parametric form of volatility in continuous time financial models (Q1776002) (← links)
- Goodness-of-fit test for interest rate models: an approach based on empirical processes (Q1942884) (← links)
- Distribution-free specification test for volatility function based on high-frequency data with microstructure noise (Q2082567) (← links)
- A goodness-of-fit test for copulas based on martingale transformation (Q2295802) (← links)
- Statistical testing for asymptotic no-arbitrage in financial markets (Q2786041) (← links)
- Specification tests for univariate diffusions (Q5095206) (← links)
- A nonparametric specification test for the volatility functions of diffusion processes (Q5860932) (← links)
- Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)
- Jump‐robust testing of volatility functions in continuous time models (Q6059411) (← links)
- Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)
- Goodness-of-Fit Test in Multivariate Jump Diffusion Models (Q6634860) (← links)
- Nonparametric specification test for volatility function in diffusion model and its applications under microstructure noise (Q6654095) (← links)
