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Residual empirical process for diffusion processes

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dc.contributor.authorLee, Sangyeol-
dc.contributor.authorWee, In-Suk-
dc.date.accessioned2021-09-09T08:35:39Z-
dc.date.available2021-09-09T08:35:39Z-
dc.date.created2021-06-10-
dc.date.issued2008-05-
dc.identifier.issn0304-9914-
dc.identifier.urihttps://scholar.korea.ac.kr/handle/2021.sw.korea/123562-
dc.description.abstractIn this paper, we study the asymptotic behavior of the residual empirical process from diffusion processes. For this task, adopting the discrete sampling scheme as in Florens-Zmirou [9], we calculate the residuals and construct the residual empirical process. It is shown that the residual empirical process converges weakly to a Brownian bridge.-
dc.languageEnglish-
dc.language.isoen-
dc.publisherKOREAN MATHEMATICAL SOC-
dc.subjectPARAMETER CHANGE-
dc.subjectWEAK-CONVERGENCE-
dc.subjectLEVY PROCESSES-
dc.subjectTIME-SERIES-
dc.subjectMODELS-
dc.subjectDRIVEN-
dc.titleResidual empirical process for diffusion processes-
dc.typeArticle-
dc.contributor.affiliatedAuthorWee, In-Suk-
dc.identifier.doi10.4134/JKMS.2008.45.3.683-
dc.identifier.scopusid2-s2.0-43649095721-
dc.identifier.wosid000255959600006-
dc.identifier.bibliographicCitationJOURNAL OF THE KOREAN MATHEMATICAL SOCIETY, v.45, no.3, pp.683 - 693-
dc.relation.isPartOfJOURNAL OF THE KOREAN MATHEMATICAL SOCIETY-
dc.citation.titleJOURNAL OF THE KOREAN MATHEMATICAL SOCIETY-
dc.citation.volume45-
dc.citation.number3-
dc.citation.startPage683-
dc.citation.endPage693-
dc.type.rimsART-
dc.type.docTypeArticle-
dc.identifier.kciidART001239080-
dc.description.journalClass1-
dc.description.journalRegisteredClassscie-
dc.description.journalRegisteredClassscopus-
dc.description.journalRegisteredClasskci-
dc.relation.journalResearchAreaMathematics-
dc.relation.journalWebOfScienceCategoryMathematics, Applied-
dc.relation.journalWebOfScienceCategoryMathematics-
dc.subject.keywordPlusPARAMETER CHANGE-
dc.subject.keywordPlusWEAK-CONVERGENCE-
dc.subject.keywordPlusLEVY PROCESSES-
dc.subject.keywordPlusTIME-SERIES-
dc.subject.keywordPlusMODELS-
dc.subject.keywordPlusDRIVEN-
dc.subject.keywordAuthordiffusion process-
dc.subject.keywordAuthordiscrete scheme-
dc.subject.keywordAuthorresidual empirical process-
dc.subject.keywordAuthorweak convergence to a Brownian bridge-
dc.subject.keywordAuthormodel check test-
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