Goodness of fit test for ergodic diffusion processes
Year of publication: |
2009
|
---|---|
Authors: | Negri, Ilia ; Nishiyama, Yoichi |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 61.2009, 4, p. 919-928
|
Publisher: |
Springer |
Subject: | Consistent test | Empirical process | Asymptotically distribution free tests |
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