Goodness-of-fit tests for perturbed dynamical systems
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Publication:629093
DOI10.1016/j.jspi.2010.11.005zbMath1207.62098arXiv0903.4612MaRDI QIDQ629093
Publication date: 8 March 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0903.4612
diffusion process; goodness-of-fit; hypotheses testing; Kolmogorov-Smirnov; Cramér-von Mises; small noise asymptotics; chi-square tests
62G10: Nonparametric hypothesis testing
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
62M99: Inference from stochastic processes
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