A new consistent test is proposed for the parametric specification of the diffusion function in a diffusion process without any restrictions on the functional form of the drift function. The data are ...
We consider a generalized regression model with a partially linear index. The index contains an additive non-parametric component in addition to the standard linear component, and the model is ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback