A nonparametric specification test for the volatility functions of diffusion processes (Q5860932)
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scientific article; zbMATH DE number 7484468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonparametric specification test for the volatility functions of diffusion processes |
scientific article; zbMATH DE number 7484468 |
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A nonparametric specification test for the volatility functions of diffusion processes (English)
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4 March 2022
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bootstrap
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diffusion processes
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Monte Carlo simulation
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nonparametric estimation
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parametric volatility function
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specification test
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