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Goodness of fit test for small diffusions by discrete time observations

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  • Ilia Negri
  • Yoichi Nishiyama

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Suggested Citation

  • Ilia Negri & Yoichi Nishiyama, 2011. "Goodness of fit test for small diffusions by discrete time observations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(2), pages 211-225, April.
  • Handle: RePEc:spr:aistmt:v:63:y:2011:i:2:p:211-225
    DOI: 10.1007/s10463-009-0228-2
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    References listed on IDEAS

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    1. Gobet, Emmanuel & Hoffmann, Marc & Reiß, Markus, 2002. "Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed," SFB 373 Discussion Papers 2002,57, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
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