Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models
type: Item
instance of: scholarly article
title: Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models
zbMATH Open document ID: 1446.62121
author: Myung Suk Kim
author: Suojin Wang
published in: Computational Statistics and Data Analysis
publication date: 2008-12-11T00:00:00Z
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 5381653
zbMATH Keywords: bandwidth
zbMATH Keywords: drift function
zbMATH Keywords: generalized likelihood ratio test
zbMATH Keywords: nonparametric model specification test
zbMATH Keywords: wild bootstrap
MaRDI profile type: Publication
full work available at URL: j.csda.2005.02.009
OpenAlex ID: W2001573124
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DOI: 10.1016/J.CSDA.2005.02.009
description: scientific article; zbMATH DE number 5381653