Goodness-of-Fit Test in Multivariate Jump Diffusion Models

DOI10.1080/07350015.2017.1321547zbMath1548.62602MaRDI QIDQ6634860

Shu-Lin Zhang, Dongming Zhu, Qian M. Zhou, Peter X.-K. Song

Publication date: 8 November 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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