On score-functions and goodness-of-fit tests for stochastic processes
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Publication:324614
DOI10.3103/S1066530716020022zbMath1349.62376arXiv1403.7715OpenAlexW2964232824MaRDI QIDQ324614
Publication date: 17 October 2016
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.7715
dynamical systemsgoodness-of-fit testsergodic diffusion processasymptotically distribution free testsFisher-score statisticsmall noise
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Markov processes: hypothesis testing (62M02)
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