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논문 기본 정보
- 자료유형
- 학술대회자료
- 저자정보
- 발행연도
- 2009.8
- 수록면
- 5,090 - 5,094 (5page)
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초록· 키워드
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A method of goodness-af-fit test for stochastic processes from time sequence values of a sample path is discussed in this paper. Based on the Fokker-Plank equation of the stochastic process and transform of the coordinate system, observes values at each time are mapped to those generated form the same probalbility density function. Applying AD statistics and bootstrap method, goodness-of-fit test of them is enabled.
목차
Abstract
1. OVERVIEW
2. PROPOSED METHOD
3. EXAMPLES AND CASE STUDIES
4. CONCLUSION
REFERENCES
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