Testing linearity in a stochastic volatility model
Tsybakov, A.B. ; Feldmann, D. ; Hardle, W. ; Hafner, C. ; Hoffmann, M. ; Lepski, O.
HAL, hal-00103444 / Harvested from HAL
Text on HAL
Publié le : 2004-07-05
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-00103444,
     author = {Tsybakov, A.B. and Feldmann, D. and Hardle, W. and Hafner, C. and Hoffmann, M. and Lepski, O.},
     title = {Testing linearity in a stochastic volatility model},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00103444}
}

Tsybakov, A.B.; Feldmann, D.; Hardle, W.; Hafner, C.; Hoffmann, M.; Lepski, O. Testing linearity in a stochastic volatility model. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00103444/