12
An Empirical Likelihood Goodness-of-Fit Test for Diffusions
12.1
Introduction
12.2
Discrete Time Approximation of a Diffusion
12.3
Hypothesis Testing
12.4
Kernel Estimator
12.5
The Empirical Likelihood concept
12.6
Goodness-of-Fit Statistic
12.7
Goodness-of-Fit test
12.8
Application
12.9
Simulation Study and Illustration
12.10
Appendix
Bibliography