Amanote Research

Amanote Research

    RegisterSign In

Bootstrap Specification Tests for Diffusion Processes

SSRN Electronic Journal
doi 10.2139/ssrn.433004
Full Text
Open PDF
Abstract

Available in full text

Date

January 1, 2003

Authors
Norman R. SwansonValentina Corradi
Publisher

Elsevier BV


Related search

The Local Bootstrap for Markov Processes

Journal of Statistical Planning and Inference
UncertaintyApplied MathematicsStatisticsProbability
2002English

Bootstrap Tests: How Many Bootstraps?

Econometric Reviews
EconomicsEconometrics
2000English

Dynamic Specification Tests for Dynamic Factor Models

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2019English

Specification Tests for the Multinomial Logit Model

Econometrica
EconomicsEconometrics
1984English

Bootstrap Statistical Tests of Rank Determination for System Identification

IEEE Transactions on Automatic Control
ControlSystems EngineeringComputer Science ApplicationsElectricalElectronic Engineering
2004English

A Generalised Fractional Differencing Bootstrap for Long Memory Processes

Journal of Time Series Analysis
UncertaintyApplied MathematicsStatisticsProbability
2019English

Bootstrap Union Tests for Unit Roots in the Presence of Nonstationary Volatility

Econometric Theory
EconomicsEconometricsSocial Sciences
2011English

Permutation and Parametric Bootstrap Tests for Gene-Gene and Gene-Environment Interactions

Annals of Human Genetics
Genetics
2010English

Regularity Theory for Nonlinear Diffusion Processes

Notices of the American Mathematical Society
Mathematics
2020English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy