Goodness-of-fit test for switching diffusion (Q2430994)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness-of-fit test for switching diffusion |
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Goodness-of-fit test for switching diffusion (English)
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8 April 2011
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Cramér-von Mises tests
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Karhunen-Loève expansion
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Gaussian processes
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Bessel functions
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asymptotic properties
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consistent tests
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