Using discrete-time techniques to test continuous-time models for nonlinearity in drift
Year of publication: |
2004
|
---|---|
Authors: | Becker, R. ; Hurn, A.S. |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 64.2004, 1, p. 121-131
|
Publisher: |
Elsevier |
Subject: | Testing | Continuous-time processes | Bootstrap | Legendre polynomials |
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