Goodness of fit test for ergodic diffusions by tick time sample scheme (Q625318)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Goodness of fit test for ergodic diffusions by tick time sample scheme |
scientific article; zbMATH DE number 5851811
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness of fit test for ergodic diffusions by tick time sample scheme |
scientific article; zbMATH DE number 5851811 |
Statements
Goodness of fit test for ergodic diffusions by tick time sample scheme (English)
0 references
15 February 2011
0 references
ergodic diffusion process
0 references
tick time sample
0 references
invariance principle
0 references
asymptotically distribution free test
0 references
0 references
0 references
0 references
0 references
0.9431875
0 references
0.9424629
0 references
0.92732257
0 references
0.92314994
0 references
0.9096147
0 references
0.90892833
0 references
0.90008074
0 references
0.8957017
0 references
0.88180524
0 references
0.8764376
0 references
