Pages that link to "Item:Q3021187"
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The following pages link to Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach (Q3021187):
Displaying 12 items.
- On score-functions and goodness-of-fit tests for stochastic processes (Q324614) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
- Goodness of fit test for ergodic diffusions by tick time sample scheme (Q625318) (← links)
- Divergences test statistics for discretely observed diffusion processes (Q963864) (← links)
- Goodness-of-fit test for interest rate models: an approach based on empirical processes (Q1942884) (← links)
- How to test that a given process is an Ornstein-Uhlenbeck process (Q2046298) (← links)
- Weak convergence of marked empirical processes in a Hilbert space and its applications (Q2209836) (← links)
- Testing hypothesis on transition distributions of a Markov sequence (Q2242845) (← links)
- Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift (Q2954245) (← links)
- Jump‐robust testing of volatility functions in continuous time models (Q6059411) (← links)
- Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)
