Goodness-of-fit test for Continuous Time Stochastic Volatility Models
博士 === 國立中山大學 === 應用數學系研究所 === 101 === A goodness-of-fit test for stationary distributions of continuous time stochastic processes plays an important role in building up stochastic differential equation (SDE) models. In the first part of this dissertation, we propose two types of goodness-of-fit tes...
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| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/86397692008041741207 |