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On the Goodness-of-Fit Tests for Some Continuous Time Processes
Hypotheses testing diffusion process Poisson process selfexcitingprocess goodness-of-fit tests
2010/3/19
We present a review of several results concerning the construction
of the Cram´er-von Mises and Kolmogorov-Smirnov type goodnessof-
fit tests for continuous time processes. As the models we ta...
Additive Regression Model for Continuous Time Processes
Additive regression Continuous time processes Curse of dimensionality Marginal integration
2010/4/29
In the setting of additive regression model for continuous time process, we establish
the optimal uniform convergence rates and optimal asymptotic quadratic error of additive
regression. To build ou...