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
Generalized likelihood ratio test , Nonparametric model specification test , Drift function , Bandwidth , Wild bootstrap
Journal title
Computational Statistics and Data Analysis
Serial Year
2006
Journal title
Computational Statistics and Data Analysis
Record number
308038
Link To Document