Goodness of fit test for ergodic diffusion processes
No abstract is available for this item.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 61 (2009)
Issue (Month): 4 (December)
|Contact details of provider:|| Web page: http://www.springer.com|
Web page: http://www.ism.ac.jp/index_e.html
|Order Information:||Web: http://www.springer.com/statistics/journal/10463/PS2|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Harry Zanten, 2003. "On Empirical Processes for Ergodic Diffusions and Rates of Convergence of "M"-estimators," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 30(3), pages 443-458.
- Ilia Negri, 1998. "Stationary Distribution Function Estimation for Ergodic Diffusion Process," Statistical Inference for Stochastic Processes, Springer, vol. 1(1), pages 61-84, January.