On goodness-of-fit tests for parametric hypotheses in perturbed dynamical systems using a minimum distance estimator |
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| Authors: | Maroua Ben Abdeddaiem |
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| Affiliation: | 1.Laboratoire Manceau de Mathématiques,Université du Maine,Le Mans Cedex 9,France |
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| Abstract: | We consider the problem of the construction of the goodness-of-fit test in the case of continuous time observations of a diffusion process with small noise. The null hypothesis is parametric and we use a minimum distance estimator of the unknown parameter. We propose an asymptotically distribution free test for this model. |
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