Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach

✍ Scribed by Masuda, Hiroki; Negri, Ilia; Nishiyama, Yoichi

• Book ID: 115493450
• Publisher: Taylor and Francis Group
• Year: 2011
• Tongue: English
• Weight: 559 KB
• Volume: 23
• Category: Article
• ISSN: 1048-5252
• DOI: 10.1080/10485252.2010.510186