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

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Latest revision as of 10:16, 10 December 2024

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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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