Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Economics and Econometrics
Reference88 articles.
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2. Interest rates forecasting and stress testing in India: a PCA-ARIMA approach;Palgrave Communications;2019-03-19
3. Bivariate sub-Gaussian model for stock index returns;Physica A: Statistical Mechanics and its Applications;2017-11
4. Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach;Journal of Econometrics;2013-03
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