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Testing for the Box-Cox parameter for an integrated process - MaRDI portal

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Testing for the Box-Cox parameter for an integrated process (Q1942730)

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scientific article; zbMATH DE number 6144352
Language Label Description Also known as
English
Testing for the Box-Cox parameter for an integrated process
scientific article; zbMATH DE number 6144352

    Statements

    title
    Testing for the Box-Cox parameter for an integrated process (English)
    0 references
    author
    Jian Huang
    0 references
    Masahito Kobayashi
    0 references
    Michael McAleer
    0 references
    publication date
    13 March 2013
    0 references
    zbMATH Keywords
    Box-Cox transformation
    0 references
    Brownian motion
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    constant elasticity of volatility
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    mean reversion
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    nonstandard distribution
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    Identifiers

    Mathematics Subject Classification ID
    91G70
    0 references
    62P05
    0 references
    91G30
    0 references
    zbMATH DE Number
    6144352
    0 references
    OpenAlex ID
    W2132572250
    0 references
     
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