Rényi test statistics for partially observed diffusion processes

DOI10.1016/j.jspi.2003.08.010zbMath1052.62084OpenAlexW2038939939MaRDI QIDQ1888831

Yanyan Li

Publication date: 29 November 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.08.010

zbMATH Keywords

Wiener processespowers

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05) Statistical aspects of information-theoretic topics (62B10) Markov processes: hypothesis testing (62M02)

Related Items (7)

Poisson loglinear modeling with linear constraints on the expected cell frequencies ⋮ On a family of test statistics for discretely observed diffusion processes ⋮ Testing equality restrictions in generalized linear models for multinomial data ⋮ Rényi statistics for testing hypotheses in mixed linear regression models ⋮ Divergences test statistics for discretely observed diffusion processes ⋮ On Rényi information for ergodic diffusion processes ⋮ Minimum \(\varphi\)-divergence estimator and \(\varphi\)-divergence statistics in generalized linear models with binary data

Cites Work

• Some new statistics for testing hypotheses in parametric models
• Rényi Statistics in Directed Families of Exponential Experiments*
• LIKELIHOOD DIVERGENCE STATISTICS FOR TESTING HYPOTHESES ABOUT MULTIPLE POPULATION
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