Goodness-of-fit test for ergodic diffusions by discrete-time observations: An innovation martingale approach

Hiroki Masuda, Ilia Negri, Yoichi Nishiyama*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

10 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Goodness-of-fit test for ergodic diffusions by discrete-time observations: An innovation martingale approach'. Together they form a unique fingerprint.

Mathematics

Business & Economics