Goodness of fit test for ergodic diffusion processes (Q904055)
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scientific article
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| English | Goodness of fit test for ergodic diffusion processes |
scientific article |
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Goodness of fit test for ergodic diffusion processes (English)
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15 January 2016
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consistent test
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empirical process
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asymptotically distribution free tests
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0.9211972951889038
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0.917773425579071
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0.8970410823822021
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0.893547773361206
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0.8755490183830261
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