مرکز منطقه ای اطلاع رساني علوم و فناوري - Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models

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 :

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 :