Divergences test statistics for discretely observed diffusion processes期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

Divergences test statistics for discretely observed diffusion processes

Authors:	Alessandro De Gregorio Stefano M. Iacus

Affiliation:	1. Department of Statistics, Probability and Applied Statistics, P.le Aldo Moro 5, 00185 Rome, Italy;2. Department of Economics, Business and Statistics, Via Conservatorio 7, 20124 Milan, Italy

Abstract:

Keywords:	Diffusion processes Empirical level Hypotheses testing ? $si0100.gif" overflow=" scroll" > ?$ - Divergences Generalized likelihood ratio test
本文献已被 ScienceDirect 等数据库收录！