The Bickel--Rosenblatt test for diffusion processes (Q2497811): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.spl.2006.03.009 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1997286368 / rank | |||
Normal rank |
Revision as of 21:32, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The Bickel--Rosenblatt test for diffusion processes |
scientific article |
Statements
The Bickel--Rosenblatt test for diffusion processes (English)
0 references
4 August 2006
0 references
diffusion process
0 references
discrete scheme
0 references
Gaussian test
0 references
Bickel-Rosenblatt test
0 references
weak convergence
0 references
test for existence of jumps
0 references