Weak convergence of marked empirical processes in a Hilbert space and its applications

DOI10.1214/20-EJS1761zbMath1452.62601arXiv1808.05925OpenAlexW3094188057MaRDI QIDQ2209836

Koji Tsukuda, Yoichi Nishiyama

Publication date: 5 November 2020

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.05925

zbMATH Keywords

diffusion processnonlinear time seriesgoodness-of-fit testweak convergence in Hilbert space

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Markov processes: hypothesis testing (62M02)

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• Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach
• Goodness-of-fit test for a nonlinear time series
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