Goodness-of-fit testing for fractional diffusions (Q2392825)
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scientific article; zbMATH DE number 6194439
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Goodness-of-fit testing for fractional diffusions |
scientific article; zbMATH DE number 6194439 |
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Goodness-of-fit testing for fractional diffusions (English)
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2 August 2013
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central limit theorem
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goodness-of-fit tests
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high frequency observations
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fractional diffusions
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stable convergence
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0.8146253228187561
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0.7965975403785706
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0.7912375330924988
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0.7894951105117798
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0.7844081521034241
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