Negri, Ilia; Zhou, Li - In: Statistical Inference for Stochastic Processes 17 (2014) 1, pp. 51-73
A problem of goodness-of-fit test for ergodic diffusion processes is presented. In the null hypothesis the drift of the diffusion is supposed to be in a parametric form with unknown shift parameter. Two Cramer–von Mises type test statistics are studied. The first test uses the local time...
