On the goodness-of-fit testing for ergodic diffusion processes

Journal of Nonparametric Statistics

Volumn 22, Issue 4, 2010, Pages 529-543

  Kutoyants, Yury A ^a  

^a UNIVERSITÉ DU MAINE   (France)

Author keywords

Cram r von mises type tests; Diffusion process; Ergodic diffusion; Goodness of fit; Hypotheses testing

Indexed keywords

EID: 77951931294     PISSN: 10485252     EISSN: 10290311     Source Type: Journal    
DOI: 10.1080/10485250903359564     Document Type: Article

References (17)

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