Kim, Myung Suk; Wang, Suojin Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models. (English) Zbl 1446.62121 Comput. Stat. Data Anal. 50, No. 7, 1793-1806 (2006). MSC: 62G10 62E20 62G20 62P20 PDFBibTeX XMLCite \textit{M. S. Kim} and \textit{S. Wang}, Comput. Stat. Data Anal. 50, No. 7, 1793--1806 (2006; Zbl 1446.62121) Full Text: DOI
Juhl, Ted; Xiao, Zhijie A nonparametric test for changing trends. (English) Zbl 1335.62135 J. Econom. 127, No. 2, 179-199 (2005). MSC: 62M10 62G10 PDFBibTeX XMLCite \textit{T. Juhl} and \textit{Z. Xiao}, J. Econom. 127, No. 2, 179--199 (2005; Zbl 1335.62135) Full Text: DOI