FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1993855670> ?p ?o ?g. }

• W1993855670 endingPage "1116" @default.
• W1993855670 startingPage "1102" @default.
• W1993855670 abstract "We develop a specification test for the transition density of a discretely sampled continuous-time jump-diffusion process, based on a comparison of a nonparametric estimate of the transition density or distribution function with their corresponding parametric counterparts assumed by the null hypothesis. As a special case, our method applies to pure diffusions. We provide a direct comparison of the two densities for an arbitrary specification of the null parametric model using three different discrepancy measures between the null and alternative transition density and distribution functions. We establish the asymptotic null distributions of proposed test statistics and compute their power functions. We investigate the finite-sample properties through simulations and compare them with those of other tests. This article has supplementary material online." @default.
• W1993855670 created "2016-06-24" @default.
• W1993855670 creator A5031910872 @default.
• W1993855670 creator A5036681604 @default.
• W1993855670 creator A5065950942 @default.
• W1993855670 date "2009-09-01" @default.
• W1993855670 modified "2023-10-17" @default.
• W1993855670 title "Nonparametric Transition-Based Tests for Jump Diffusions" @default.
• W1993855670 cites W1973429805 @default.
• W1993855670 cites W1987315804 @default.
• W1993855670 cites W1988626165 @default.
• W1993855670 cites W1991327390 @default.
• W1993855670 cites W1994908910 @default.
• W1993855670 cites W2002527646 @default.
• W1993855670 cites W2005453967 @default.
• W1993855670 cites W2034180713 @default.
• W1993855670 cites W2050508856 @default.
• W1993855670 cites W2063909393 @default.
• W1993855670 cites W2068572883 @default.
• W1993855670 cites W2069648775 @default.
• W1993855670 cites W2084461292 @default.
• W1993855670 cites W2085741817 @default.
• W1993855670 cites W2098754649 @default.
• W1993855670 cites W2107703501 @default.
• W1993855670 cites W2108855171 @default.
• W1993855670 cites W2126506643 @default.
• W1993855670 cites W2151572595 @default.
• W1993855670 cites W2154257821 @default.
• W1993855670 cites W2156618588 @default.
• W1993855670 cites W2160455158 @default.
• W1993855670 cites W2163231703 @default.
• W1993855670 cites W3022114093 @default.
• W1993855670 cites W3106197030 @default.
• W1993855670 cites W3121788253 @default.
• W1993855670 cites W3123447148 @default.
• W1993855670 cites W3125856767 @default.
• W1993855670 cites W4233064297 @default.
• W1993855670 cites W4235990564 @default.
• W1993855670 cites W4245072902 @default.
• W1993855670 doi "https://doi.org/10.1198/jasa.2009.tm08198" @default.
• W1993855670 hasPublicationYear "2009" @default.
• W1993855670 type Work @default.
• W1993855670 sameAs 1993855670 @default.
• W1993855670 citedByCount "75" @default.
• W1993855670 countsByYear W19938556702012 @default.
• W1993855670 countsByYear W19938556702013 @default.
• W1993855670 countsByYear W19938556702014 @default.
• W1993855670 countsByYear W19938556702015 @default.
• W1993855670 countsByYear W19938556702016 @default.
• W1993855670 countsByYear W19938556702017 @default.
• W1993855670 countsByYear W19938556702018 @default.
• W1993855670 countsByYear W19938556702019 @default.
• W1993855670 countsByYear W19938556702020 @default.
• W1993855670 countsByYear W19938556702021 @default.
• W1993855670 countsByYear W19938556702022 @default.
• W1993855670 countsByYear W19938556702023 @default.
• W1993855670 crossrefType "journal-article" @default.
• W1993855670 hasAuthorship W1993855670A5031910872 @default.
• W1993855670 hasAuthorship W1993855670A5036681604 @default.
• W1993855670 hasAuthorship W1993855670A5065950942 @default.
• W1993855670 hasConcept C102366305 @default.
• W1993855670 hasConcept C104317684 @default.
• W1993855670 hasConcept C105795698 @default.
• W1993855670 hasConcept C121332964 @default.
• W1993855670 hasConcept C121864883 @default.
• W1993855670 hasConcept C149782125 @default.
• W1993855670 hasConcept C194232998 @default.
• W1993855670 hasConcept C2779664328 @default.
• W1993855670 hasConcept C2780695682 @default.
• W1993855670 hasConcept C33923547 @default.
• W1993855670 hasConcept C55493867 @default.
• W1993855670 hasConcept C62520636 @default.
• W1993855670 hasConcept C86803240 @default.
• W1993855670 hasConceptScore W1993855670C102366305 @default.
• W1993855670 hasConceptScore W1993855670C104317684 @default.
• W1993855670 hasConceptScore W1993855670C105795698 @default.
• W1993855670 hasConceptScore W1993855670C121332964 @default.
• W1993855670 hasConceptScore W1993855670C121864883 @default.
• W1993855670 hasConceptScore W1993855670C149782125 @default.
• W1993855670 hasConceptScore W1993855670C194232998 @default.
• W1993855670 hasConceptScore W1993855670C2779664328 @default.
• W1993855670 hasConceptScore W1993855670C2780695682 @default.
• W1993855670 hasConceptScore W1993855670C33923547 @default.
• W1993855670 hasConceptScore W1993855670C55493867 @default.
• W1993855670 hasConceptScore W1993855670C62520636 @default.
• W1993855670 hasConceptScore W1993855670C86803240 @default.
• W1993855670 hasIssue "487" @default.
• W1993855670 hasLocation W19938556701 @default.
• W1993855670 hasOpenAccess W1993855670 @default.
• W1993855670 hasPrimaryLocation W19938556701 @default.
• W1993855670 hasRelatedWork W1565197142 @default.
• W1993855670 hasRelatedWork W1573729296 @default.
• W1993855670 hasRelatedWork W1829370915 @default.
• W1993855670 hasRelatedWork W1966803029 @default.
• W1993855670 hasRelatedWork W2314316161 @default.
• W1993855670 hasRelatedWork W2954047763 @default.
• W1993855670 hasRelatedWork W3103044503 @default.
• W1993855670 hasRelatedWork W3118295464 @default.

• next