Goodness-of-fit tests for Lévy-driven Ornstein-Uhlenbeck processes (Q4960923)
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scientific article; zbMATH DE number 7193337
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| English | Goodness-of-fit tests for Lévy-driven Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 7193337 |
Statements
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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0.9328436851501464
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0.847450852394104
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0.8388595581054688
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0.8227132558822632
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