Adaptive test statistics for ergodic diffusion processes sampled at discrete times
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Publication:2453614
DOI10.1016/j.jspi.2014.03.003zbMath1287.62016OpenAlexW2070175022MaRDI QIDQ2453614
Masayuki Uchida, Hayato Kitagawa
Publication date: 10 June 2014
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.2014.03.003
likelihood ratio teststochastic differential equationsWald testdiscrete time observationsRao's score testconsistent testsmaximum likelihood type estimator
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Cites Work
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