A model specification test for nonlinear stochastic diffusions with delay

From MaRDI portal

Publication:6635304

Jump to:navigation, search

DOI10.1007/s11203-024-09309-2MaRDI QIDQ6635304

Hongwei Mei, Zong-Wu Cai, Rui Wang

Publication date: 9 November 2024

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

zbMATH Keywords

ergodicity invariant measure moment estimator stochastic differential equation with delay model specification test non-Markovian property

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)

This page was built for publication: A model specification test for nonlinear stochastic diffusions with delay

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:6635304&oldid=40203728"