1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.ST2008★ 1 cited
Goodness of fit test for small diffusions by discrete observations
Ilia Negri, Yoichi Nishiyama
We consider a nonparametric goodness of fit test problem for the drift coefficient of one-dimensional small diffusions. Our test is based on discrete observation of the processes,…
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…