On ADFgoodness-of-fit test with parametric hypotheses for ergodic diffusion process using a minimum distance estimator

Maroua Ben Abdeddaiem (1)

1 LMM - Laboratoire Manceau de Mathématiques

Mots clés: Ergodic diffusion process; goodness-of-fit test; asymptotically distribution free test; parametric hypothesis

Domaines: Mathématiques [math]

Maroua Ben Abdeddaiem. On ADFgoodness-of-fit test with parametric hypotheses for ergodic diffusion process using a minimum distance estimator. Annales de l'ISUP, 2017, 61 (1-2), pp.33-68. ⟨hal-03605877⟩