Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models
DOI10.1016/J.CSDA.2005.02.009zbMath1446.62121OpenAlexW2001573124MaRDI QIDQ959272
Publication date: 11 December 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2005.02.009
bandwidthwild bootstrapgeneralized likelihood ratio testdrift functionnonparametric model specification test
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)
Related Items (2)
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