Goodness‐of‐fit tests for Lévy‐driven Ornstein‐Uhlenbeck processes (Q4960923)
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scientific article; zbMATH DE number 7193337
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness‐of‐fit tests for Lévy‐driven Ornstein‐Uhlenbeck processes |
scientific article; zbMATH DE number 7193337 |
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Goodness‐of‐fit tests for Lévy‐driven Ornstein‐Uhlenbeck processes (English)
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24 April 2020
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bootstrap
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Lévy process
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model verification
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Ornstein-Uhlenbeck process
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sampled process
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test statistics
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