Adaptive testing in continuous-time diffusion models

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

45 Citations (Scopus)

Access to Document

@article{267f8399590647caad62d111fa331293,

title = "Adaptive testing in continuous-time diffusion models",

author = "Jiti Gao and King, {Maxwell Leslie}",

year = "2004",

doi = "10.1017/s0266466604205023",

language = "English",

volume = "20",

pages = "844 -- 882",

journal = "Econometric Theory",

issn = "0266-4666",

publisher = "Cambridge University Press",

number = "5",

}