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- W2080454540 abstract "We consider two problems of constructing of goodness of fit tests for ergodic diffusion processes. The first one is concerned with a composite basic hypothesis for a parametric class of diffusion processes, which includes the Ornstein–Uhlenbeck and simple switching processes. In this case we propose asymptotically parameter free tests of Cramér-von Mises type. The basic hypothesis in the second problem is simple and we propose asymptotically distribution free tests for a wider class of trend coefficients." @default.
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- W2080454540 date "2014-03-30" @default.
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- W2080454540 title "On asymptotic distribution of parameter free tests for ergodic diffusion processes" @default.
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- W2080454540 doi "https://doi.org/10.1007/s11203-014-9097-2" @default.
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