Divergences test statistics for discretely observed diffusion processes (Q963864): Difference between revisions

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+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
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+Differential-geometrical methods in statistics
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+A test for model specification of diffusion processes
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+Estimation of the coefficients of a diffusion from discrete observations
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+Estimation of an Ergodic Diffusion from Discrete Observations
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+Exponential families of stochastic processes
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+RESIDUAL EMPIRICAL PROCESS FOR DIFFUSION PROCESSES
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+Q3803964
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+Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach
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+Some new statistics for testing hypotheses in parametric models
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+Goodness of fit test for ergodic diffusion processes
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+Goodness of fit test for ergodic diffusions by tick time sample scheme
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+Rényi test statistics for partially observed diffusion processes
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+Information criteria for small diffusions via the theory of Malliavin-Watanabe
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+Estimation for diffusion processes from discrete observation
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