On score-functions and goodness-of-fit tests for stochastic processes (Q324614)
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scientific article
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| English | On score-functions and goodness-of-fit tests for stochastic processes |
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On score-functions and goodness-of-fit tests for stochastic processes (English)
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17 October 2016
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Fisher-score statistic
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dynamical systems
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small noise
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ergodic diffusion process
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goodness-of-fit tests
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asymptotically distribution free tests
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0.8616669774055481
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0.838918924331665
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0.8388863205909729
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0.8352758884429932
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