Hypothesis testing for Fisher-Snedecor diffusion
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Cites work
- scientific article; zbMATH DE number 3719745 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 3447884 (Why is no real title available?)
- Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
- Ergodicity and mixing bounds for the Fisher-Snedecor diffusion
- Estimation for the discretely observed telegraph process
- Mixing: Properties and examples
- Orthogonal polynomials in Stein's method
- Parameter estimation for Fisher-Snedecor diffusion
- Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions
- Statistical Inference for Student Diffusion Process
- Statistical inference for reciprocal gamma diffusion process
- Stein's method for diffusion approximations
- Stochastic processes and orthogonal polynomials
- Stochastic volatility models as hidden Markov models and statistical applications
- THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE
- Testing normality: a GMM approach
- The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
- The special functions and their approximations. Vol. I, II
Cited in
(8)- Heavy-tailed fractional Pearson diffusions
- Ergodicity and mixing bounds for the Fisher-Snedecor diffusion
- Parameter estimation for non-stationary Fisher-Snedecor diffusion
- Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology
- Statistical inference for reciprocal gamma diffusion process
- Spectral representation of transition density of Fisher–Snedecor diffusion
- Parameter estimation for Fisher-Snedecor diffusion
- Data analysis and statistical estimation for time series: improving presentation and interpretation
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