Goodness of fit test for ergodic diffusion processes (Q904055): Difference between revisions

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+math/0701022
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+Q5684085
@@ Property / cites work: Q5684085 / rank @@
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@@ Property / cites work @@
+Stochastic Calculus
@@ Property / cites work: Stochastic Calculus / rank @@
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+Diffusion processes and their sample paths.
@@ Property / cites work: Diffusion processes and their sample paths. / rank @@
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+Nonparametric model checks for time series
@@ Property / cites work: Nonparametric model checks for time series / rank @@
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+Statistical inference for ergodic diffusion processes.
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+Stationary distribution function estimation for ergodic diffusion process
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+A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model
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+Donsker theorems for diffusions: necessary and sufficient conditions
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+On Empirical Processes for Ergodic Diffusions and Rates of Convergence of <i>M</i>‐estimators
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