On asymptotic distribution of parameter free tests for ergodic diffusion processes (Q398574): Difference between revisions
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Property / author: Yury A. Kutoyants / rank | |||
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Property / Mathematics Subject Classification ID: 62M02 / rank | |||
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Property / Mathematics Subject Classification ID: 62G10 / rank | |||
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Property / Mathematics Subject Classification ID: 62G20 / rank | |||
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Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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Property / zbMATH DE Number: 6330831 / rank | |||
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Cramér-von Mises tests | |||
Property / zbMATH Keywords: Cramér-von Mises tests / rank | |||
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ergodic diffusion process | |||
Property / zbMATH Keywords: ergodic diffusion process / rank | |||
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goodness of fit test | |||
Property / zbMATH Keywords: goodness of fit test / rank | |||
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asymptotically distribution free | |||
Property / zbMATH Keywords: asymptotically distribution free / rank | |||
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Revision as of 15:51, 29 June 2023
scientific article
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English | On asymptotic distribution of parameter free tests for ergodic diffusion processes |
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On asymptotic distribution of parameter free tests for ergodic diffusion processes (English)
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15 August 2014
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Cramér-von Mises tests
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ergodic diffusion process
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goodness of fit test
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asymptotically distribution free
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