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Search: subject:"parametric hypotheses testing"
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parametric hypotheses testing
3
Ito processes
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diffusion processes with jumps
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generalized likelihood ratio test
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power of the test
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Discrete observations
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Distribution free tests
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Divergence measures
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Estimation theory
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Generalized likelihood ratio tests
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Parametric hypotheses testing
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Quasi-likelihood functions
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Statistical test
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Statistischer Test
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Stochastic differential equations
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discrete observations
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distribution free tests
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generalized likelihood ratio tests
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phi-divergences
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quasi-likelihood functions
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stochastic differential equations
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Gregorio, Alessandro De
2
Iacus, Stefano
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De Gregorio, A.
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De Gregorio, Alessandro
1
Iacus, S.M.
1
Iacus, Stefano Maria
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Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano
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UNIMI - Research Papers in Economics, Business, and Statistics
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Journal of Multivariate Analysis
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ECONIS (ZBW)
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On a family of test statistics for discretely observed diffusion processes
Gregorio, Alessandro De
;
Iacus, Stefano
-
Dipartimento di Economia, Management e Metodi …
-
2011
We consider
parametric
hypotheses
testing
for multidimensional ergodic diffusion processes observed at discrete time …
Persistent link: https://www.econbiz.de/10010592610
Saved in:
2
Pseudo phi-divergence test statistics and multidimensional Ito processes
De Gregorio, Alessandro
;
Iacus, Stefano Maria
-
2009
Persistent link: https://www.econbiz.de/10011751962
Saved in:
3
Pseudo phi-divergence test statistics and multidimensional Ito processes
Gregorio, Alessandro De
;
Iacus, Stefano
-
Dipartimento di Economia, Management e Metodi …
-
2009
We consider
parametric
hypotheses
testing
for multidimensional It\^o processes, possibly with jumps, observed at …
Persistent link: https://www.econbiz.de/10009324421
Saved in:
4
On a family of test statistics for discretely observed diffusion processes
De Gregorio, A.
;
Iacus, S.M.
- In:
Journal of Multivariate Analysis
122
(
2013
)
C
,
pp. 292-316
We consider
parametric
hypotheses
testing
for multidimensional ergodic diffusion processes observed at discrete time …
Persistent link: https://www.econbiz.de/10011041918
Saved in:
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