Goodness-of-fit testing for fractional diffusions (Q2392825)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness-of-fit testing for fractional diffusions |
scientific article |
Statements
Goodness-of-fit testing for fractional diffusions (English)
0 references
2 August 2013
0 references
central limit theorem
0 references
goodness-of-fit tests
0 references
high frequency observations
0 references
fractional diffusions
0 references
stable convergence
0 references
0 references
0 references
