Kutoyants, Yury - In: Statistical Inference for Stochastic Processes 17 (2014) 2, pp. 139-161
We consider two problems of constructing of goodness of fit tests for ergodic diffusion processes. The first one is concerned with a composite basic hypothesis for a parametric class of diffusion processes, which includes the Ornstein–Uhlenbeck and simple switching processes. In this case we...