On the goodness of fit test for discretely observed sample from diffusion processes: divergence measure approach (Q3056499)
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scientific article; zbMATH DE number 5815757
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| English | On the goodness of fit test for discretely observed sample from diffusion processes: divergence measure approach |
scientific article; zbMATH DE number 5815757 |
Statements
ON THE GOODNESS OF FIT TEST FOR DISCRETELY OBSERVED SAMPLE FROM DIFFUSION PROCESSES: DIVERGENCE MEASURE APPROACH (English)
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12 November 2010
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diffusion process
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discretely observed sample
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residual empirical process
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weak convergence to a Brownian bridge
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goodness of fit test
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phi-divergence test
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0.8433371186256409
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0.8171464800834656
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0.8134912252426147
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0.8098448514938354
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0.8054282069206238
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