On goodness-of-fit testing for ergodic diffusion process with shift parameter

DOI10.1007/s11203-014-9089-2zbMath1333.62196arXiv1203.6547OpenAlexW2178836768MaRDI QIDQ2450912

Ilia Negri, Li Zhou

Publication date: 23 May 2014

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.6547

zbMATH Keywords

ergodic diffusion processgoodness-of-fit testCramer-von Mises type test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Diffusion processes (60J60) Markov processes: hypothesis testing (62M02)

Related Items (4)

On score-functions and goodness-of-fit tests for stochastic processes ⋮ On goodness-of-fit tests for parametric hypotheses in perturbed dynamical systems using a minimum distance estimator ⋮ On asymptotic distribution of parameter free tests for ergodic diffusion processes ⋮ On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes

Cites Work

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• On the goodness-of-fit testing for ergodic diffusion processes
• Statistical tests based on empirical processes and related questions
• Stochastic Calculus
• The Cramer-Smirnov Test in the Parametric Case

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