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Goodness‐of‐fit tests for Lévy‐driven Ornstein‐Uhlenbeck processes |
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| Authors: | Ibrahim Abdelrazeq B Gail Ivanoff Rafal Kulik |
| Institution: | 1. Department of Mathematics, Rhodes College, Memphis, TN, U.S.A.;2. Department of Mathematics and Statistics, University of Ottawa, Ottawa, Canada |
| Abstract: | |
| Keywords: | and phrases: Bootstrap Lé vy process model verification Ornstein‐Uhlenbeck process sampled process test statistics MSC 2010: Primary 62M10 secondary 62M02 |