Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes (Q2447652)
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scientific article; zbMATH DE number 6289381
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| English | Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes |
scientific article; zbMATH DE number 6289381 |
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Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes (English)
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28 April 2014
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goodness of fit
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high-frequency data
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stochastic differential equations
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0.7457984685897827
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0.740177571773529
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0.7359830737113953
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0.7358312010765076
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0.7351307272911072
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