Adaptive test statistics for ergodic diffusion processes sampled at discrete times (Q2453614): Difference between revisions
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Revision as of 01:55, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive test statistics for ergodic diffusion processes sampled at discrete times |
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Adaptive test statistics for ergodic diffusion processes sampled at discrete times (English)
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10 June 2014
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consistent tests
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discrete time observations
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likelihood ratio test
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maximum likelihood type estimator
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Rao's score test
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stochastic differential equations
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Wald test
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