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math.ST2014
On Score-Functions and Goodness-of-Fit Tests for Stochastic Processes
Yury A. Kutoyants
The problems of the construction of the asymptotically distribution free goodness-of-fit tests for three models of stochastic processes are considered. The null hypothesis for all…
math.ST2014★ 4 cited
On ADF Goodness-of-Fit Tests for Perturbed Dynamical Systems
Yury A. Kutoyants
We consider the problem of the construction of the goodness-of-fit tests for diffusion processes with small noise. The basic hypothesis is composite parametric and our goal is to o…