Specification tests for the distribution of errors in nonparametric regression: a martingale approach

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Journal of Nonparametric Statistics, Vol. 21, Iss. 4, 2009-05 ,pp. : 441-452

Taylor & Francis Ltd

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Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach

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Testing the Martingale Hypothesis

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Dynamic path analysis—a new approach to analyzing time-dependent covariates

By Fosen Johan   Ferkingstad Egil   Borgan Ørnulf   Aalen Odd  

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Dynamic path analysis for event time data: large sample properties and inference

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