Empirical $L^2$ -distance test statistics for ergodic diffusions

15 January 2018

Papers citing "Empirical $L^2$-distance test statistics for ergodic diffusions"

3 / 3 papers shown

Title
Adaptive testing method for ergodic diffusion processes based on high frequency data T. Kawai Masayuki Uchida 40 2 0 26 Oct 2020
Hybrid estimation for ergodic diffusion processes based on noisy discrete observations Yusuke Kaino Shogo H. Nakakita Masayuki Uchida 22 3 0 27 Nov 2018
Adaptive test for ergodic diffusions plus noise Shogo H. Nakakita Masayuki Uchida 36 11 0 05 Apr 2018