Divergences test statistics for discretely observed diffusion processes (Q963864)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Divergences test statistics for discretely observed diffusion processes |
scientific article |
Statements
Divergences test statistics for discretely observed diffusion processes (English)
0 references
14 April 2010
0 references
diffusion processes
0 references
empirical level
0 references
hypotheses testing
0 references
\(\phi\)-divergences
0 references
generalized likelihood ratio test
0 references
tables
0 references
0 references
0 references