A specification test of stochastic diffusion models

DOI10.1007/s10255-013-0226-2zbMath1283.62169OpenAlexW2395078626MaRDI QIDQ385188

Qiu-xiang Bi, Zheng-Hong Wei, Shu-Lin Zhang

Publication date: 2 December 2013

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-013-0226-2

zbMATH Keywords

martingale estimating functionsgeneralized information equality

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Nonparametric statistical resampling methods (62G09) Markov processes: hypothesis testing (62M02)

Cites Work

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