✦ LIBER ✦

Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing

✍ Scribed by H. Dette; B. Hetzler

Book ID: 111503720
Publisher: Allerton Press Inc
Year: 2009
Tongue: English
Weight: 768 KB
Volume: 18
Category: Article
ISSN: 1066-5307
DOI: 10.3103/s106653070902001x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Goodness-of-fit testing in regression: A

Goodness-of-fit testing in regression: A finite sample comparison of bootstrap methodology and Khmaladze transformation

✍ Hira L. Koul; Lyudmila Sakhanenko 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 222 KB

Estimation of Integrated Volatility in C

Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing

✍ HOLGER DETTE; MARK PODOLSKIJ; MATHIAS VETTER 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 194 KB

Testing for NBUL using goodness of fit a

Testing for NBUL using goodness of fit approach with applications

✍ L. S. Diab 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 228 KB

Goodness of Fit Tests for Multivariate C

Goodness of Fit Tests for Multivariate Counting Process Models with Applications

✍ Yanqing Sun; Ram C. Tiwari; Jyoti N. Zalkikar 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 292 KB

A test of goodness of fit testing for st

A test of goodness of fit testing for stochastic intensities associated to counting processes

✍ Raúl Fierro 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 199 KB

An asymptotic goodness of ÿt testing for stochastic intensities associated to counting processes is derived. Moreover, this result is applied to the stochastic version of the Kermack and McKendrick model for a general epidemic.

Goodness-of-Fit based on Downsampling wi

Goodness-of-Fit based on Downsampling with Applications to Linear Drift Diffusions

✍ JULIE L. FORMAN; BO MARKUSSEN; HELLE SØRENSEN 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 725 KB