On the goodness-of-fit testing for a switching diffusion process

DOI10.1016/j.crma.2011.06.010zbMath1221.62069OpenAlexW2084033298MaRDI QIDQ639631

Anis Gassem

Publication date: 22 September 2011

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2011.06.010

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Diffusion processes (60J60) Markov processes: hypothesis testing (62M02)

Cites Work

• Statistical inference for ergodic diffusion processes.
• Goodness-of-fit test for switching diffusion
• Statistical tests based on empirical processes and related questions
• Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions
• On parameter estimation for switching ergodic diffusion processes
• Testing Statistical Hypotheses
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