Rényi test statistics for partially observed diffusion processes

Journal of Statistical Planning and Inference

Volumn 127, Issue 1-2, 2005, Pages 91-102

  Rivas, M J ^a   Santos, M T ^a   Morales, D ^b  

^a UNIVERSITY OF SALAMANCA   (Spain)

^b MIGUEL HERNÁNDEZ UNIVERSITY   (Spain)

Author keywords

Diffusion processes; Monte Carlo simulation; Powers; R nyi divergences; Testing hypotheses; Wiener processes

Indexed keywords

EID: 5444248016     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2003.08.010     Document Type: Article

References (9)

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