The Bickel--Rosenblatt test for diffusion processes (Q2497811)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Bickel--Rosenblatt test for diffusion processes |
scientific article |
Statements
The Bickel--Rosenblatt test for diffusion processes (English)
0 references
4 August 2006
0 references
diffusion process
0 references
discrete scheme
0 references
Gaussian test
0 references
Bickel-Rosenblatt test
0 references
weak convergence
0 references
test for existence of jumps
0 references
