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most citedNon-perturbative QCD Effects and the Top Mass at the Tevatron

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math.ST2006

Goodness of fit test for ergodic diffusion processes

Ilia Negri, Yoichi Nishiyama

A goodness of fit test for the drift coefficient of an ergodic diffusion process is presented. The test is based on the score marked empirical process. The weak convergence of the…