Empirical \(L^2\)-distance test statistics for ergodic diffusions (Q2316339)
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scientific article; zbMATH DE number 7086433
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| English | Empirical \(L^2\)-distance test statistics for ergodic diffusions |
scientific article; zbMATH DE number 7086433 |
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Empirical \(L^2\)-distance test statistics for ergodic diffusions (English)
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26 July 2019
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asymptotic distribution free test
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local alternatives
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maximum-likelihood type estimator
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discrete observations
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quasi-likelihood function
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stochastic differential equation
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0.8693042993545532
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0.8255093693733215
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0.8209084272384644
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0.8114601373672485
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0.811046838760376
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