A test for model specification of diffusion processes

Song Chen, Jiti Gao, Chen Tang

Research output: Contribution to journal › Article › Research › peer-review

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@article{e8bbb3d752904180af4653f18f1ec980,

title = "A test for model specification of diffusion processes",

author = "Song Chen and Jiti Gao and Chen Tang",

year = "2008",

doi = "10.1214/009053607000000659",

language = "English",

volume = "36",

pages = "167 -- 198",

journal = "Annals of Statistics",

issn = "0090-5364",

publisher = "Institute of Mathematical Statistics",

number = "1",

}