On a family of test statistics for discretely observed diffusion processes (Q391894)
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scientific article; zbMATH DE number 6244549
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a family of test statistics for discretely observed diffusion processes |
scientific article; zbMATH DE number 6244549 |
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On a family of test statistics for discretely observed diffusion processes (English)
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13 January 2014
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discrete observations
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distribution free tests
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divergence measures
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generalized likelihood ratio tests
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parametric hypotheses testing
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quasi-likelihood functions
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stochastic differential equations
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