NONPARAMETRIC HYPOTHESIS OF DRIFT FUNCTION IN LOCALLY STATIONARY DIFFUSION MODELS
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Publication:5208913
DOI10.17654/AM100030181zbMath1435.62156MaRDI QIDQ5208913
Publication date: 22 January 2020
Published in: Far East Journal of Applied Mathematics (Search for Journal in Brave)
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Diffusion processes (60J60) Non-Markovian processes: hypothesis testing (62M07)
Cites Work
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- Testing Composite Hypotheses for Locally Stationary Processes
- Specification Tests for the Variance of a Diffusion
- Convergence of stochastic processes
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