Goodness of fit test for ergodic diffusions by tick time sample scheme
| Year of publication: |
2010
|
|---|---|
| Authors: | Negri, Ilia ; Nishiyama, Yoichi |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 13.2010, 1, p. 81-95
|
| Publisher: |
Springer |
| Subject: | Ergodic diffusion process | Tick time sample | Invariance principle | Asymptotically distribution free test |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008533933