Goodness-of-fit tests for perturbed dynamical systems (Q629093)
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scientific article
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| English | Goodness-of-fit tests for perturbed dynamical systems |
scientific article |
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Goodness-of-fit tests for perturbed dynamical systems (English)
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8 March 2011
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Cramér-von Mises
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Kolmogorov-Smirnov
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chi-square tests
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diffusion process
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goodness-of-fit
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hypotheses testing
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small noise asymptotics
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0.9379015
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0.9299623
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0.87081313
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0.86719215
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0.86180854
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0.85875255
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