4 research outputs found
Asymptotic behaviours for the trajectory fitting estimator in Ornstein–Uhlenbeck process with linear drift
No full textEstimating the intensity of a cyclic Poisson process in the presence of linear trend
No full textCyclic Poisson process, Intensity function, Linear trend, Nonparametric estimation, Consistency, Bias, Variance, Mean-squared error,
Goodness of fit test for ergodic diffusion processes
No full textConsistent test, Empirical process, Asymptotically distribution free tests,
