Specification tests for the variance of a diffusion

Journal of Time Series Analysis

Volumn 20, Issue 3, 1999, Pages 253-270

  Corradi, Valentina ^a   White, Halbert ^b  

^a QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Diffusion processes; Heteroskedasticity; Local times; Nonparametric estimation

Indexed keywords

EID: 0039181704     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00136     Document Type: Article

References (22)

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