The Bickel-Rosenblatt test for diffusion processes

Statistics and Probability Letters

Volumn 76, Issue 14, 2006, Pages 1494-1502

  Lee, Sangyeol ^a  

^a Seoul National University   (South Korea)

Author keywords

Diffusion process; Discrete scheme; Gaussian test; Test for the existence of jumps; The Bickel Rosenblatt test; Weak convergence

Indexed keywords

EID: 33745214677     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2006.03.009     Document Type: Article

References (29)

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