On the test of the volatility proxy model
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Publication:5055216
DOI10.1080/03610918.2020.1836215OpenAlexW3094874664MaRDI QIDQ5055216
ZeFang Song, XingFa Zhang, Chunliang Deng, Yu'an Li
Publication date: 13 December 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2020.1836215
Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)
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