Rényi test statistics for partially observed diffusion processes

DOI10.1016/j.jspi.2003.08.010zbMath1052.62084MaRDI QIDQ1888831

Yanyan Li

Publication date: 29 November 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.08.010

zbMATH Keywords

Wiener processes; powers

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

65C05: Monte Carlo methods

62B10: Statistical aspects of information-theoretic topics

62M02: Markov processes: hypothesis testing

Related Items

Poisson loglinear modeling with linear constraints on the expected cell frequencies, On a family of test statistics for discretely observed diffusion processes, Testing equality restrictions in generalized linear models for multinomial data, Divergences test statistics for discretely observed diffusion processes, On Rényi information for ergodic diffusion processes, Minimum \(\varphi\)-divergence estimator and \(\varphi\)-divergence statistics in generalized linear models with binary data, Rényi statistics for testing hypotheses in mixed linear regression models

Cites Work

• Some new statistics for testing hypotheses in parametric models
• Rényi Statistics in Directed Families of Exponential Experiments*
• LIKELIHOOD DIVERGENCE STATISTICS FOR TESTING HYPOTHESES ABOUT MULTIPLE POPULATION
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