On score-functions and goodness-of-fit tests for stochastic processes (Q324614)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On score-functions and goodness-of-fit tests for stochastic processes |
scientific article |
Statements
On score-functions and goodness-of-fit tests for stochastic processes (English)
0 references
17 October 2016
0 references
Fisher-score statistic
0 references
dynamical systems
0 references
small noise
0 references
ergodic diffusion process
0 references
goodness-of-fit tests
0 references
asymptotically distribution free tests
0 references