On goodness-of-fit testing for ergodic diffusion process with shift parameter-Reference-Cited by-同舟云学术

On goodness-of-fit testing for ergodic diffusion process with shift parameter

Published:2014-03-01 Issue:1 Volume:17 Page:51-73
ISSN:1387-0874
Container-title:Statistical Inference for Stochastic Processes
language:en
Short-container-title:Stat Inference Stoch Process

Author:

Negri Ilia,Zhou Li

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s11203-014-9089-2.pdf

Reference14 articles.

1. Dachian S, Kutoyants YA et al (2007) On the goodness-of-fit tests for some continuous time processes. In: Vonta F (ed) Statistical models and methods for biomedical and technical systems. Birkhauser, Boston, pp 395–413

2. Darling DA (1955) The Cramer–Smirnov test in the parametric case. Ann Math Stat 26:1–20

3. Durbin J (1973) Distribution theory for tests based on the sample distribution function. Society for Industrial and Applied Mathematics, Philadelphia

4. Durett R (1996) Statistic calculus: a practical introduction. CRC Press, Boca Raton

5. Fournie E (1992) Un test de type Kolmogorov–Smirnov pour processus de diffusion ergodiques. Rapports de Recherche, 1696, INRIA, Sophia-Antipolis

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