A test for diffusion model based on multi-dimensional tail condition expectations

DOI10.3969/J.ISSN.1001-4268.2018.02.002MaRDI QIDQ5383664zbMATH OpenFDO

Authors Jun Wang, Ping Chen

Publication date 21 June 2019

Full work available at URL https://doi.org/10.3969/J.ISSN.1001-4268.2018.02.002

zbMATH Keywords

diffusion modelmodel testmulti-dimensional diffusiontail condition expectation

Mathematics Subject Classification ID

Diffusion processes (60J60) Nonparametric hypothesis testing (62G10)

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