Nonparametric tests of the Markov hypothesis in continuous-time models
From MaRDI portal
Publication:605941
DOI10.1214/09-AOS763zbMath1200.62044arXiv1011.2645OpenAlexW3102333618MaRDI QIDQ605941
Jiancheng Jiang, Yacine Aït-Sahalia, Jianqing Fan
Publication date: 15 November 2010
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.2645
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Diffusion processes (60J60) Markov processes: hypothesis testing (62M02)
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