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Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models.
Myung Suk Kim
Suojin Wang
Published in:
Comput. Stat. Data Anal. (2006)
Keyphrases
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data driven
probabilistic model
statistical model
linear model
parametric models
stochastic processes
hypothesis tests
em algorithm
sample size
complex systems
hypothesis testing
contingency tables
markov processes