A test for a parametric form of the volatility in second-order diffusion models (Q1695433)
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scientific article; zbMATH DE number 6835518
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test for a parametric form of the volatility in second-order diffusion models |
scientific article; zbMATH DE number 6835518 |
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A test for a parametric form of the volatility in second-order diffusion models (English)
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7 February 2018
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second-order diffusion models
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generalized likelihood ratio test
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local-linear fitting
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bootstrap
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