Goodness-of-fit test for multistable Lévy processes

DOI10.1080/03610926.2019.1653922MaRDI QIDQ5078488zbMATH OpenOpenAlexFDO

Authors Ronan Le Guével

Publication date 23 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2019.1653922

zbMATH Keywords

nonparametric testmultistable processLévy processenergy test

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(4)

• Goodness of fit test for ergodic diffusions by tick time sample scheme
• Prequential omnibus goodness-of-fit tests for stochastic processes: A numerical study
• Goodness-of-fit tests in two-state processes
• Characterization-based approach for construction of goodness-of-fit test for Lévy distribution

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