Information ratio test for model misspecification on parametric structures in stochastic diffusion models
type: Item
instance of: scholarly article
title: Information ratio test for model misspecification on parametric structures in stochastic diffusion models
zbMATH Open document ID: 1255.62229
author: Peter X.-K. Song
author: Daimin Shi
author: Qian M. Zhou
author: Shulin Zhang
published in: Computational Statistics and Data Analysis
publication date: 2012-12-30T00:00:00Z
Mathematics Subject Classification ID: 62M02
Mathematics Subject Classification ID: 62F40
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 6119798
zbMATH Keywords: Bartlett identity
zbMATH Keywords: drift
zbMATH Keywords: Godambe information
zbMATH Keywords: information unbiasedness
zbMATH Keywords: martingale estimating functions
zbMATH Keywords: volatility
MaRDI profile type: Publication
full work available at URL: j.csda.2012.05.013
OpenAlex ID: W2047763420
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DOI: 10.1016/J.CSDA.2012.05.013
description: scientific article; zbMATH DE number 6119798