The Bickel-Rosenblatt test for continuous time stochastic volatility models
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Publication:464450
DOI10.1007/S11749-013-0347-1zbMath1297.62183OpenAlexW1999947081MaRDI QIDQ464450
Sangyeol Lee, Liang-Ching Lin, Mei-Hui Guo
Publication date: 17 October 2014
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-013-0347-1
Applications of stochastic analysis (to PDEs, etc.) (60H30) Markov processes: hypothesis testing (62M02)
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