Goodness of fit test for ergodic diffusion processes

Annals of the Institute of Statistical Mathematics

Volumn 61, Issue 4, 2009, Pages 919-928

  Negri, Ilia ^a   Nishiyama, Yoichi ^b  

^a UNIVERSITY OF BERGAMO   (Italy)

^b INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

Author keywords

Asymptotically distribution free tests; Consistent test; Empirical process

Indexed keywords

ASYMPTOTICALLY DISTRIBUTION FREE TESTS; BROWNIAN MOTION; CONSISTENT TEST; COVARIANCE FUNCTION; DIFFUSION PROCESS; DISTRIBUTION-FREE; DRIFT COEFFICIENT; EMPIRICAL PROCESS; ERGODICS; GAUSSIAN PROCESSES; GOODNESS-OF-FIT TEST; LIMIT DISTRIBUTION; LIMIT PROCESS; NULL HYPOTHESIS; WEAK CONVERGENCE;

BROWNIAN MOVEMENT; STATISTICAL TESTS;

ASYMPTOTIC ANALYSIS;

EID: 70449520498     PISSN: 00203157     EISSN: 15729052     Source Type: Journal    
DOI: 10.1007/s10463-007-0162-0     Document Type: Article

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