Goodness-of-fit testing for fractional diffusions
Year of publication: |
2013
|
---|---|
Authors: | Podolskij, Mark ; Wasmuth, Katrin |
Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 16.2013, 2, p. 147-159
|
Publisher: |
Springer |
Subject: | Central limit theorem | Goodness-of-fit tests | High frequency observations | Fractional diffusions | Stable convergence |
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