Goodness of fit test for ergodic diffusions by tick time sample scheme (Q625318): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2139284530 / rank | |||
Normal rank | |||
Revision as of 03:30, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness of fit test for ergodic diffusions by tick time sample scheme |
scientific article |
Statements
Goodness of fit test for ergodic diffusions by tick time sample scheme (English)
0 references
15 February 2011
0 references
ergodic diffusion process
0 references
tick time sample
0 references
invariance principle
0 references
asymptotically distribution free test
0 references
