A specification test of stochastic diffusion models
โ Scribed by Zhang, Shu-lin; Wei, Zheng-hong; Bi, Qiu-xiang
- Book ID
- 121603397
- Publisher
- Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
- Year
- 2013
- Tongue
- English
- Weight
- 244 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0168-9673
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
In this paper, we consider testing for additivity in a class of nonparametric stochastic regression models. Two test statistics are constructed and their asymptotic distributions are established. We also conduct a small sample study for one of the test statistics through a simulated example.
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