On ADF goodness-of-fit tests for perturbed dynamical systems
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Publication:888487
DOI10.3150/14-BEJ650zbMath1341.60099arXiv1403.7713MaRDI QIDQ888487
Publication date: 30 October 2015
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.7713
goodness-of-fit testsdiffusion processesasymptotically distribution free testsCramér-von Mises testsperturbed dynamical systems
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02)
Related Items (3)
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 ⋮ How to test that a given process is an Ornstein-Uhlenbeck process
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