On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes (Q466061): Difference between revisions
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Property / author: Yury A. Kutoyants / rank | |||
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Property / Mathematics Subject Classification ID: 62M02 / rank | |||
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Property / Mathematics Subject Classification ID: 62G10 / rank | |||
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Property / Mathematics Subject Classification ID: 62G20 / rank | |||
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Property / zbMATH DE Number: 6361291 / rank | |||
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Cramér-von Mises tests | |||
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ergodic diffusion process | |||
Property / zbMATH Keywords: ergodic diffusion process / rank | |||
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goodness of fit test | |||
Property / zbMATH Keywords: goodness of fit test / rank | |||
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asymptotically distribution free | |||
Property / zbMATH Keywords: asymptotically distribution free / rank | |||
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Revision as of 15:01, 30 June 2023
scientific article
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English | On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes |
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On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes (English)
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24 October 2014
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Cramér-von Mises tests
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ergodic diffusion process
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goodness of fit test
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asymptotically distribution free
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