Goodness-of-fit test for switching diffusion (Q2430994)

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Goodness-of-fit test for switching diffusion
scientific article

    Statements

    title
    Goodness-of-fit test for switching diffusion (English)
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    publication date
    8 April 2011
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    zbMATH Keywords
    Cramér-von Mises tests
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    Karhunen-Loève expansion
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    Gaussian processes
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    Bessel functions
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    asymptotic properties
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    consistent tests
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    author
    Anis Gassem
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    Identifiers

    Mathematics Subject Classification ID
    62G10
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    62M02
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    62G30
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    62E20
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    zbMATH DE Number
    5876858
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    OpenAlex ID
    W2027848728
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