Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression

Econometric Theory

Volumn 26, Issue 4, 2010, Pages 1115-1179

  Chen, Bin ^a   Hong, Yongmiao ^b,c  

^a UNIVERSITY OF ROCHESTER   (United States)

^b Department of Obstetrics Gynecology   (United States)

^c XIAMEN UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77957261542     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S026646660999048X     Document Type: Article

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