Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach

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Cited In (13)

Weak convergence of marked empirical processes in a Hilbert space and its applications
Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift
Goodness-of-fit test for interest rate models: an approach based on empirical processes
Jump‐robust testing of volatility functions in continuous time models
Testing hypothesis on transition distributions of a Markov sequence
How to test that a given process is an Ornstein-Uhlenbeck process
Empirical‐process‐based specification tests for diffusion models
On score-functions and goodness-of-fit tests for stochastic processes
Implementation of a goodness-of-fit test through Khmaladze martingale transformation
Divergences test statistics for discretely observed diffusion processes
Asymptotically distribution-free tests for the volatility function of a diffusion
Goodness of fit test for ergodic diffusions by tick time sample scheme
An updated review of goodness-of-fit tests for regression models

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