Goodness of fit test for small diffusions by discrete time observations

Ilia Negri () and Yoichi Nishiyama ()

Annals of the Institute of Statistical Mathematics, 2011, vol. 63, issue 2, pages 211-225

Keywords: Small diffusion process; Discrete time observations; Asymptotically distribution free test (search for similar items in EconPapers)
Date: 2011
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