RESIDUAL EMPIRICAL PROCESS FOR DIFFUSION PROCESSES

DOI10.4134/JKMS.2008.45.3.683zbMath1140.60337MaRDI QIDQ3504830

In-Suk Wee, Sangyeol Lee

Publication date: 18 June 2008

Published in: Journal of the Korean Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

residual empirical processdiscrete schememodel check testweak convergence to a Brownian bridge

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Diffusion processes (60J60)

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