Goodness of fit test for ergodic diffusion processes
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Volume (Year): 61 (2009)
Issue (Month): 4 (December)
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References listed on IDEAS
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- 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.
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