On the goodness-of-fit testing for a switching diffusion process
DOI10.1016/J.CRMA.2011.06.010zbMATH Open1221.62069OpenAlexW2084033298MaRDI QIDQ639631FDOQ639631
Authors: Anis Gassem 
Publication date: 22 September 2011
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2011.06.010
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Cites Work
- Testing Statistical Hypotheses
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- Statistical inference for ergodic diffusion processes.
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- Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions
- Title not available (Why is that?)
- Statistical tests based on empirical processes and related questions
- Goodness-of-fit test for switching diffusion
- On parameter estimation for switching ergodic diffusion processes
Cited In (5)
- Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices
- Goodness-of-fit tests in two-state processes
- On Cramér-von Mises type test based on local time of switching diffusion process
- Goodness of fit test for ergodic diffusions by tick time sample scheme
- Goodness-of-fit test for switching diffusion
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