Empirical‐process‐based specification tests for diffusion models
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Publication:6180919
DOI10.1002/cjs.11745OpenAlexW4309349999MaRDI QIDQ6180919
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Publication date: 22 January 2024
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.11745
Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: hypothesis testing (62M02)
Cites Work
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