Goodness-of-fit test for multistable Lévy processes

DOI10.1080/03610926.2019.1653922OpenAlexW2969702766MaRDI QIDQ5078488FDOQ5078488

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)

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Cited In (4)

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

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