Goodness-of-fit test for switching diffusion
| Year of publication: |
2010
|
|---|---|
| Authors: | Gassem, A. |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 13.2010, 2, p. 97-123
|
| Publisher: |
Springer |
| Subject: | Goodness of fit tests | Cramér–von Mises tests | Karhunen-Loève expansion | Gaussian processes | Bessel functions | Asymptotic properties | Consistent tests |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008456195