Lin, Liang-Ching; Lee, Sangyeol; Guo, Meihui The Bickel-Rosenblatt test for continuous time stochastic volatility models. (English) Zbl 1297.62183 Test 23, No. 1, 195-218 (2014). MSC: 62M02 60H30 PDFBibTeX XMLCite \textit{L.-C. Lin} et al., Test 23, No. 1, 195--218 (2014; Zbl 1297.62183) Full Text: DOI
Lin, Liang-Ching; Lee, Sangyeol; Guo, Meihui Goodness-of-fit test for stochastic volatility models. (English) Zbl 1277.62125 J. Multivariate Anal. 116, 473-498 (2013). MSC: 62G10 62G09 62P05 65C60 PDFBibTeX XMLCite \textit{L.-C. Lin} et al., J. Multivariate Anal. 116, 473--498 (2013; Zbl 1277.62125) Full Text: DOI