Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations

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DOI10.1016/j.spa.2024.104372MaRDI QIDQ6559473

Adeline Samson, Patricia Reynaud-Bouret, Anna Melnykova

Publication date: 21 June 2024

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equation statistical tests diffusion coefficient non-asymptotic settings

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

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