On score-functions and goodness-of-fit tests for stochastic processes (Q324614): Difference between revisions

@@ Property / author @@
-Yury A. Kutoyants
@@ Property / author: Yury A. Kutoyants / rank @@
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+M02
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+G10
@@ Property / Mathematics Subject Classification ID: 62G10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
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@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
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+6639824
@@ Property / zbMATH DE Number: 6639824 / rank @@
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@@ Property / zbMATH Keywords @@
+Fisher-score statistic
@@ Property / zbMATH Keywords: Fisher-score statistic / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dynamical systems
@@ Property / zbMATH Keywords: dynamical systems / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+small noise
@@ Property / zbMATH Keywords: small noise / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ergodic diffusion process
@@ Property / zbMATH Keywords: ergodic diffusion process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+goodness-of-fit tests
@@ Property / zbMATH Keywords: goodness-of-fit tests / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotically distribution free tests
@@ Property / zbMATH Keywords: asymptotically distribution free tests / rank @@
+Normal rank
@@ Property / author @@
+Yury A. Kutoyants
@@ Property / author: Yury A. Kutoyants / rank @@
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@@ Property / arXiv ID: 1403.7715 / rank @@
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@@ Property / cites work @@
+The Cramer-Smirnov Test in the Parametric Case
@@ Property / cites work: The Cramer-Smirnov Test in the Parametric Case / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus
@@ Property / cites work: Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Q4225410
@@ Property / cites work: Q4225410 / rank @@
+Normal rank
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+Representation of Gaussian processes equivalent to Wiener process
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+Q4494135
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+Semiparametric hypotheses testing for dynamical systems with small noise
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+Martingale Approach in the Theory of Goodness-of-Fit Tests
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+Statistical inference for ergodic diffusion processes.
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+Goodness-of-fit tests for perturbed dynamical systems
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+Model checks for regression: an innovation process approach
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+Asymptotic expansions for perturbed systems on Wiener space: Maximum likelihood estimators
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+W2964232824
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+Publication:324614