Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On Asymptotically Distribution Free Tests with Parametric Hypothesis for
  Ergodic Diffusion Processes   We consider the problem of the construction of the asymptotically
distribution free test by the observations of ergodic diffusion process. It is
supposedd that under the basic hypothesis the trend coefficient depends on the
finite dimensional parameter and we study the Cramer-von Mises type statistics.
The underlying statistics depends on the deviation of the local time estimator
from the invariant density with parameter replaced by the maximum likelihood
estimator. We propose a linear transformation which yields the convergence of
the test statistics to the integral of Wiener process. Therefore the test based
on this statistics is asymptotically distribution free.

17
The categories of this paper are: q-fin
21
The categories of this paper are: adap-org
13
The categories of this paper are: quant-ph
25
The categories of this paper are: patt-sol
18
The categories of this paper are: econ
7
The categories of this paper are: hep-th
27
The categories of this paper are: comp-gas
3
The categories of this paper are: physics
35
The categories of this paper are: mtrl-th
26
The categories of this paper are: bayes-an
22
The categories of this paper are: chao-dyn
29
The categories of this paper are: funct-an
6
The categories of this paper are: astro-ph
24
The categories of this paper are: dg-ga
1
The categories of this paper are: cs
23
The categories of this paper are: solv-int