Goodness-of-fit testing is a cornerstone of statistical methodology, providing robust means to assess whether empirical data align with a hypothesised distribution. Such tests underpin diverse ...

We consider the problem of stationary distribution function estimation at a given point by the observations of an ergodic diffusion process on the interval [0, T] as T → ∞. First we introduce a lower ...

Recently evidence has come forth which suggests that empirical probability distributions of returns on securities conform better to stable Paretian distributions with infinite variances than to the ...