Adaptive testing method for ergodic diffusion processes based on high frequency data (Q2059448)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive testing method for ergodic diffusion processes based on high frequency data |
scientific article |
Statements
Adaptive testing method for ergodic diffusion processes based on high frequency data (English)
0 references
14 December 2021
0 references
consistency of test
0 references
likelihood ratio test
0 references
Rao's score test
0 references
stochastic differential equation
0 references
Wald test
0 references
0 references
