On goodness-of-fit testing for ergodic diffusion process with shift parameter
Year of publication: |
2014
|
---|---|
Authors: | Negri, Ilia ; Zhou, Li |
Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 17.2014, 1, p. 51-73
|
Publisher: |
Springer |
Subject: | Ergodic diffusion process | Goodness-of-fit test | Cramer–von Mises type test |
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