Empirical $$L^2$$L2-distance test statistics for ergodic diffusions
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DOI: 10.1007/s11203-018-9176-x
Abstract: The aim of this paper is to introduce a new type of test statistic for simple null hypothesis on one-dimensional ergodic diffusion processes sampled at discrete times. We deal with a quasi-likelihood approach for stochastic… read more here.
Keywords: distance test; test statistic; test statistics; empirical distance ... See more keywords