NONPARAMETRIC HYPOTHESIS OF DRIFT FUNCTION IN LOCALLY STATIONARY DIFFUSION MODELS
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Publication:5208913
DOI10.17654/AM100030181zbMath1435.62156MaRDI QIDQ5208913
Publication date: 22 January 2020
Published in: Far East Journal of Applied Mathematics (Search for Journal in Brave)
62G10: Nonparametric hypothesis testing
62E20: Asymptotic distribution theory in statistics
60J60: Diffusion processes
62M07: Non-Markovian processes: hypothesis testing
Cites Work
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