Adaptive testing method for ergodic diffusion processes based on high frequency data (Q2059448)
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scientific article; zbMATH DE number 7444367
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| English | Adaptive testing method for ergodic diffusion processes based on high frequency data |
scientific article; zbMATH DE number 7444367 |
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Adaptive testing method for ergodic diffusion processes based on high frequency data (English)
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14 December 2021
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consistency of test
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likelihood ratio test
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Rao's score test
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stochastic differential equation
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Wald test
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0.852152407169342
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0.8379843831062317
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0.8040798902511597
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0.8002989292144775
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