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Goodness-of-fit based on downsampling with applications to linear drift diffusions - MaRDI portal

Goodness-of-fit based on downsampling with applications to linear drift diffusions (Q2911667)

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scientific article; zbMATH DE number 6075221
Language Label Description Also known as
English
Goodness-of-fit based on downsampling with applications to linear drift diffusions
scientific article; zbMATH DE number 6075221

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    1 September 2012
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    continuous-time model
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    estimating function
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    goodness of fit test
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    linear drift diffusion
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    stationary process
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    Goodness-of-fit based on downsampling with applications to linear drift diffusions (English)
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