✦ LIBER ✦

Goodness-of-fit test for homogeneous Markov processes

✍ Scribed by Bagdonavičius, Vilijandas; Nikulin, Mikhail

Book ID: 122977130
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 157 KB
Volume: 351
Category: Article
ISSN: 1631-073X
DOI: 10.1016/j.crma.2013.01.014

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A χ2goodness-of-fit test for Markov rene

A χ2goodness-of-fit test for Markov renewal processesgoodness-of-fit test for Markov renewal processes

✍ Dwight B. Brock; A. M. Kshirsagar 📂 Article 📅 1973 🏛 Springer Japan 🌐 English ⚖ 543 KB

Goodness-of-fit tests for parametric non

Goodness-of-fit tests for parametric nonhomogeneous Markov processes

✍ Bagdonavičius, V.; Nikulin, M. S. 📂 Article 📅 2013 🏛 Springer 🌐 English ⚖ 268 KB

Goodness of fit test for ergodic diffusi

Goodness of fit test for ergodic diffusion processes

✍ Ilia Negri; Yoichi Nishiyama 📂 Article 📅 2008 🏛 Springer Japan 🌐 English ⚖ 148 KB

A goodness-of-fit test for inhomogeneous

A goodness-of-fit test for inhomogeneous spatial Poisson processes

✍ Guan, Y. 📂 Article 📅 2008 🏛 Oxford University Press 🌐 English ⚖ 295 KB

Exact Goodness-of-Fit Tests for Markov C

Exact Goodness-of-Fit Tests for Markov Chains

✍ Besag, J.; Mondal, D. 📂 Article 📅 2013 🏛 John Wiley and Sons 🌐 English ⚖ 173 KB

Goodness-of-fit test for copulas

✍ Valentyn Panchenko 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 195 KB

Copulas are often used in finance to characterize the dependence between assets. However, a choice of the functional form for the copula is an open question in the literature. This paper develops a goodness-of-fit test for copulas based on positive definite bilinear forms. The suggested test avoids