A martingale approach for testing diffusion models based on infinitesimal operator
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Publication:737898
DOI10.1016/j.jeconom.2010.12.005zbMath1441.62873OpenAlexW2076196370MaRDI QIDQ737898
Publication date: 12 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.12.005
Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: hypothesis testing (62M02)
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