Testing the Parametric Specification of the Diffusion Function in a Diffusion Process

作者： Fuchun Li

DOI: 10.1017/S0266466607070107

关键词: Applied mathematics 、 Mathematics 、 Mathematical optimization 、 Function (mathematics) 、 Diffusion process 、 Diffusion function 、 Parametric statistics

摘要: A new consistent test is proposed for the parametric specification of diffusion function in a process without any restrictions on functional form drift function.

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