Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach (Q3021187): Difference between revisions

@@ Property / cites work @@
+Nonparametric Transition-Based Tests for Jump Diffusions
+Normal rank
@@ Property / cites work @@
+Q4077119
@@ Property / cites work: Q4077119 / rank @@
+Normal rank
@@ Property / cites work @@
+The normal approximation rate for the drift estimator of multidimensional diffusions
+Normal rank
@@ Property / cites work @@
+A test for model specification of diffusion processes
+Normal rank
@@ Property / cites work @@
+Distribution-free specification tests of conditional models
+Normal rank
@@ Property / cites work @@
+Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing
+Normal rank
@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of scalar diffusions based on low frequency data
+Normal rank
@@ Property / cites work @@
+Modelling and forecasting vehicle stocks using the trends of stochastic Gompertz diffusion models: The case of Spain
+Normal rank
@@ Property / cites work @@
+Adaptive estimation in diffusion processes.
@@ Property / cites work: Adaptive estimation in diffusion processes. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of an Ergodic Diffusion from Discrete Observations
+Normal rank
@@ Property / cites work @@
+Weighted empirical processes in dynamic nonlinear models.
+Normal rank
@@ Property / cites work @@
+Nonparametric model checks for time series
@@ Property / cites work: Nonparametric model checks for time series / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical inference for ergodic diffusion processes.
+Normal rank
@@ Property / cites work @@
+RESIDUAL EMPIRICAL PROCESS FOR DIFFUSION PROCESSES
+Normal rank
@@ Property / cites work @@
+Stationary distribution function estimation for ergodic diffusion process
+Normal rank
@@ Property / cites work @@
+Goodness of fit test for ergodic diffusion processes
+Normal rank
@@ Property / cites work @@
+Goodness of fit test for ergodic diffusions by tick time sample scheme
+Normal rank
@@ Property / cites work @@
+A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model
+Normal rank
@@ Property / cites work @@
+Q4940647
@@ Property / cites work: Q4940647 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood drift estimation for multiscale diffusions
+Normal rank
@@ Property / cites work @@
+Q4127741
@@ Property / cites work: Q4127741 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence and empirical processes. With applications to statistics
+Normal rank
@@ Property / cites work @@
+Donsker theorems for diffusions: necessary and sufficient conditions
+Normal rank
@@ Property / cites work @@
+On polynomial mixing bounds for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Estimation for diffusion processes from discrete observation
+Normal rank
@@ Property / cites work @@
+On uniform laws of large numbers for ergodic diffusions and consistency of estimators
+Normal rank