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Goodness of fit test for ergodic diffusion processes
Negri, Ilia; Nishiyama, Yoichi - In: Annals of the Institute of Statistical Mathematics : AISM 61 (2009) 4, pp. 919-928
Persistent link: https://www.econbiz.de/10008326725
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Asymptotically distribution free test for parameter change in a diffusion process model
Negri, Ilia; Nishiyama, Yoichi - In: Annals of the Institute of Statistical Mathematics : AISM 64 (2012) 5, pp. 911-919
Persistent link: https://www.econbiz.de/10009997797
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Goodness of fit test for small diffusions by discrete time observations
Negri, Ilia; Nishiyama, Yoichi - In: Annals of the Institute of Statistical Mathematics : AISM 63 (2011) 2, pp. 211-226
Persistent link: https://www.econbiz.de/10008878650