Goodness of fit test for ergodic diffusion processes

DOI10.1007/s10463-007-0162-0zbMath1332.62301arXivmath/0701022MaRDI QIDQ904055

Ilia Negri, Yoichi Nishiyama

Publication date: 15 January 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0701022

zbMATH Keywords

empirical process; consistent test; asymptotically distribution free tests

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

60J60: Diffusion processes

62M07: Non-Markovian processes: hypothesis testing

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