✦ LIBER ✦

Adaptive test statistics for ergodic diffusion processes sampled at discrete times

✍ Scribed by Kitagawa, Hayato; Uchida, Masayuki

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Uniform concentration inequality for erg

✍ L. Galtchouk; S. Pergamenshchikov 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 248 KB

Parametric estimation for partially hidd

✍ Stefano Maria Iacus; Masayuki Uchida; Nakahiro Yoshida 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 839 KB

AIC type statistics for discretely obser

✍ Fujii, Takayuki; Uchida, Masayuki 📂 Article 📅 2014 🏛 Springer Netherlands 🌐 English ⚖ 265 KB

Goodness of fit test for ergodic diffusi

✍ Ilia Negri; Yoichi Nishiyama 📂 Article 📅 2010 🏛 Springer Netherlands 🌐 English ⚖ 224 KB

Testing for stationarity-ergodicity and

✍ Valentina Corradi; Norman R. Swanson; Halbert White 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 229 KB

On a family of test statistics for discr

✍ De Gregorio, A.; Iacus, S.M. 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 493 KB