On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes

DOI10.1007/s11203-014-9096-3zbMath1298.62140arXiv1305.3382OpenAlexW2142129332MaRDI QIDQ466061

Marina Kleptsyna, Yury A. Kutoyants

Publication date: 24 October 2014

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.3382

zbMATH Keywords

ergodic diffusion processasymptotically distribution freegoodness of fit testCramér-von Mises tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Markov processes: hypothesis testing (62M02)

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