Kleptsyna, M.; Kutoyants, Yu. - In: Statistical Inference for Stochastic Processes 17 (2014) 3, pp. 295-319
We consider the problem of the construction of the asymptotically distribution free test by the observations of ergodic diffusion process. It is supposed that under the basic hypothesis the trend coefficient depends on a finite-dimensional parameter and we study the Cramér-von Mises type...