Goodness-of-fit tests for perturbed dynamical systems

DOI10.1016/j.jspi.2010.11.005zbMath1207.62098arXiv0903.4612OpenAlexW2962737173MaRDI QIDQ629093

Yury A. Kutoyants

Publication date: 8 March 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.4612

zbMATH Keywords

diffusion processgoodness-of-fithypotheses testingKolmogorov-SmirnovCramér-von Misessmall noise asymptoticschi-square tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inference from stochastic processes (62M99)

Related Items (5)

On score-functions and goodness-of-fit tests for stochastic processes ⋮ On goodness-of-fit tests for parametric hypotheses in perturbed dynamical systems using a minimum distance estimator ⋮ On ADF goodness-of-fit tests for perturbed dynamical systems ⋮ On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes ⋮ Implementation of Kolmogorov–SmirnovP-value computation in Visual Basic®: implication for Microsoft Excel® library function

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