On a family of test statistics for discretely observed diffusion processes (Q391894): Difference between revisions

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+.2689
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+A test for model specification of diffusion processes
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+On Rényi information for ergodic diffusion processes
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+ADAPTIVE LASSO-TYPE ESTIMATION FOR MULTIVARIATE DIFFUSION PROCESSES
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+On estimating the diffusion coefficient from discrete observations
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+Simulation and inference for stochastic differential equations. With R examples.
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+Estimation of an Ergodic Diffusion from Discrete Observations
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+RESIDUAL EMPIRICAL PROCESS FOR DIFFUSION PROCESSES
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+Some new statistics for testing hypotheses in parametric models
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+Quasi-likelihood analysis for the stochastic differential equation with jumps
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+Rényi test statistics for partially observed diffusion processes
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+\(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps
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+Estimation for diffusion processes from discrete observation
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