On the goodness-of-fit testing for a switching diffusion process
type: Item
instance of: scholarly article
title: On the goodness-of-fit testing for a switching diffusion process
zbMATH Open document ID: 1221.62069
author: Anis Gassem
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2011-09-22T00:00:00Z
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62M02
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 5949160
MaRDI profile type: Publication
full work available at URL: j.crma.2011.06.010
OpenAlex ID: W2084033298
cites work: Q4078873
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cites work: Q5684085
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cites work: Q4882537
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cites work: On parameter estimation for switching ergodic diffusion processes
cites work: Statistical inference for ergodic diffusion processes.
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cites work: Statistical tests based on empirical processes and related questions
DOI: 10.1016/J.CRMA.2011.06.010
description: scientific article; zbMATH DE number 5949160