A test for model specification of diffusion processes

Song Chen, Jiti Gao, Chen Tang

Research output: Contribution to journalArticleResearchpeer-review

52 Citations (Scopus)
Original languageEnglish
Pages (from-to)167 - 198
Number of pages32
JournalAnnals of Statistics
Volume36
Issue number1
DOIs
Publication statusPublished - 2008
Externally publishedYes

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