A model specification test for nonlinear stochastic diffusions with delay (Q6635304)
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scientific article; zbMATH DE number 7941085
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A model specification test for nonlinear stochastic diffusions with delay |
scientific article; zbMATH DE number 7941085 |
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A model specification test for nonlinear stochastic diffusions with delay (English)
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9 November 2024
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model specification test
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stochastic differential equation with delay
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moment estimator
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ergodicity
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invariant measure
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non-Markovian property
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