On identification of the threshold diffusion processes (Q421414): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / author | |||
Property / author: Yury A. Kutoyants / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62M05 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62F12 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62G10 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62F15 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62M10 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6038179 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
parameter estimation | |||
Property / zbMATH Keywords: parameter estimation / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
singular estimation | |||
Property / zbMATH Keywords: singular estimation / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
ergodic diffusion processes | |||
Property / zbMATH Keywords: ergodic diffusion processes / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
goodness-of-fit tests | |||
Property / zbMATH Keywords: goodness-of-fit tests / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Cramer-von Mises type tests | |||
Property / zbMATH Keywords: Cramer-von Mises type tests / rank | |||
Normal rank |
Revision as of 20:46, 29 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On identification of the threshold diffusion processes |
scientific article |
Statements
On identification of the threshold diffusion processes (English)
0 references
23 May 2012
0 references
parameter estimation
0 references
singular estimation
0 references
ergodic diffusion processes
0 references
goodness-of-fit tests
0 references
Cramer-von Mises type tests
0 references