Semiparametric hypotheses testing for dynamical systems with small noise
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Publication:1856442
zbMath1005.62072MaRDI QIDQ1856442
Stefano Maria Iacus, Yury A. Kutoyants
Publication date: 10 February 2003
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Nonparametric hypothesis testing (62G10) Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02)
Related Items (8)
On score-functions and goodness-of-fit tests for stochastic processes ⋮ On goodness-of-fit tests for parametric hypotheses in perturbed dynamical systems using a minimum distance estimator ⋮ On ADF goodness-of-fit tests for perturbed dynamical systems ⋮ Goodness-of-fit tests for perturbed dynamical systems ⋮ On penalized estimation for dynamical systems with small noise ⋮ Divergences test statistics for discretely observed diffusion processes ⋮ Hybrid estimators for small diffusion processes based on reduced data ⋮ Estimation for stochastic differential equations with a small diffusion coefficient
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