Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach (Q3021187)
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scientific article; zbMATH DE number 5930606
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| English | Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach |
scientific article; zbMATH DE number 5930606 |
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Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach (English)
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22 July 2011
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ergodic diffusion process
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discrete-time observation
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invariance principle
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asymptotically distribution-free test
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0.9211972951889038
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0.9205780625343324
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0.9154723286628724
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0.8992617130279541
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0.8750947713851929
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