Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach (Q3021187): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach |
scientific article |
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Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach (English)
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22 July 2011
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ergodic diffusion process
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discrete-time observation
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invariance principle
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asymptotically distribution-free test
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