Goodness of fit test for ergodic diffusions by tick time sample scheme (Q625318)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness of fit test for ergodic diffusions by tick time sample scheme |
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Goodness of fit test for ergodic diffusions by tick time sample scheme (English)
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15 February 2011
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ergodic diffusion process
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tick time sample
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invariance principle
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asymptotically distribution free test
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