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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
12.5.1 Introduction into Empirical Likelihood
12.5.2 Empirical Likelihood for Time Series Data
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

 
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