Adaptive testing method for ergodic diffusion processes based on high frequency data (Q2059448)
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English | Adaptive testing method for ergodic diffusion processes based on high frequency data |
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Adaptive testing method for ergodic diffusion processes based on high frequency data (English)
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14 December 2021
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consistency of test
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likelihood ratio test
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Rao's score test
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stochastic differential equation
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Wald test
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