Divergences test statistics for discretely observed diffusion processes (Q963864): Difference between revisions
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Revision as of 19:08, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Divergences test statistics for discretely observed diffusion processes |
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Divergences test statistics for discretely observed diffusion processes (English)
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14 April 2010
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diffusion processes
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empirical level
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hypotheses testing
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\(\phi\)-divergences
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generalized likelihood ratio test
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tables
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