Pages that link to "Item:Q605941"
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The following pages link to Nonparametric tests of the Markov hypothesis in continuous-time models (Q605941):
Displaying 21 items.
- Hypothesis testing for Markovian models with random time observations (Q254927) (← links)
- Testing the Markov property with high frequency data (Q288343) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- A transformation approach to modelling multi-modal diffusions (Q393584) (← links)
- Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
- Nonparametric tests of the Markov hypothesis in continuous-time models (Q605941) (← links)
- Testing nonlinear Markovian hypotheses in dynamical systems (Q678363) (← links)
- Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900) (← links)
- Weak convergence of non-stationary multivariate marked processes with applications to martingale testing (Q996976) (← links)
- A nonnested approach to testing continuous time models against discrete alternatives (Q1801422) (← links)
- Tests for semiparametric model based on non-homogeneous Markov process (Q1916180) (← 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)
- Hypotheses testing and posterior concentration rates for semi-Markov processes (Q2243560) (← links)
- Specification test for Markov models with measurement errors (Q2252889) (← links)
- An Improved Test for Continuous Local Martingales (Q2792264) (← links)
- Testing for markov process vs semi-markov process (Q3745102) (← links)
- Likelihood ratio test for testing order of continuous time finite markov chains (Q3753343) (← links)
- Hypothesis testing in linear models with Markov type errors (Q4624495) (← links)
- Assessing Markov property in multistate transition models with applications to credit risk modeling (Q6574579) (← links)
