The Bickel--Rosenblatt test for diffusion processes
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Publication:2497811
DOI10.1016/j.spl.2006.03.009zbMath1095.62099OpenAlexW1997286368MaRDI QIDQ2497811
Publication date: 4 August 2006
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2006.03.009
weak convergencediffusion processBickel-Rosenblatt testdiscrete schemeGaussian testtest for existence of jumps
Asymptotic properties of nonparametric inference (62G20) Markov processes: hypothesis testing (62M02)
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