Title of article
Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models
Author/Authors
Myung Suk Kim، نويسنده , , Suojin Wang، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
14
From page
1793
To page
1806
Keywords
Drift function , Nonparametric model specification test , Wild bootstrap , Generalized likelihood ratio test , Bandwidth
Journal title
Computational Statistics and Data Analysis
Serial Year
2006
Journal title
Computational Statistics and Data Analysis
Record number
144971
Link To Document