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Empirical $$L^2$$ L 2 -distance test statistics for ergodic diffusions |
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| Authors: | De Gregorio A. Iacus S. M. |
| Affiliation: | 1.Department of Statistical Sciences, “Sapienza” University of Rome, P.le Aldo Moro, 5, 00185, Rome, Italy ;2.Department of Economics, Management and Quantitative Methods, University of Milan, Via Conservatorio 7, 20122, Milan, Italy ; |
| Abstract: | Statistical Inference for Stochastic Processes - The aim of this paper is to introduce a new type of test statistic for simple null hypothesis on one-dimensional ergodic diffusion processes sampled... |
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