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Simulation study on residual empirical process for diffusion processes : 확산모형에서 잔차확률과정에 대한 모의실험
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- Authors
- Advisor
- 이상열
- Issue Date
- 2005
- Publisher
- 서울대학교 대학원
- Keywords
- 확산모형 ; Diffusion process ; 잔차확률과정 ; Residual empirical process ; 이산형 표본추출 ; Discrete sampling scheme ; 적합도 검정 ; Goodness of fit test ; 브라우니안브릿지로의 분포수렴성 ; Weak convergence to a Brownian bridge ; 콜모고로프-스미르노프 검정 ; Kolmogorov-Smirnov test.
- Description
- Thesis(master`s)--서울대학교 대학원 :통계학과,2005.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000050671
https://hdl.handle.net/10371/20795
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