Goodness of fit test for small diffusions by discrete time observations
| Year of publication: |
2011
|
|---|---|
| Authors: | Negri, Ilia ; Nishiyama, Yoichi |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 63.2011, 2, p. 211-225
|
| Publisher: |
Springer |
| Subject: | Small diffusion process | Discrete time observations | Asymptotically distribution free test |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925544