Nonparametric estimation and testing time-homogeneity for processes with independent incre\-ments (Q927925): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.spa.2007.07.011 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2047481966 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric inference for a family of counting processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical models based on counting processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3953035 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4348180 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3774629 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some central limit theorems for \(\ell^\infty\)-valued semimartingales and their applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of some classes of martingales with jumps. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4940647 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the paper ``Weak convergence of some classes of martingales with jumps'' / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the Parameters of a Differential Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence and empirical processes. With applications to statistics / rank
 
Normal rank

Revision as of 10:35, 28 June 2024

scientific article
Language Label Description Also known as
English
Nonparametric estimation and testing time-homogeneity for processes with independent incre\-ments
scientific article

    Statements

    Nonparametric estimation and testing time-homogeneity for processes with independent incre\-ments (English)
    0 references
    0 references
    10 June 2008
    0 references
    empirical process
    0 references
    process with independent increments
    0 references
    Lévy process
    0 references
    martingale
    0 references
    nonparametric estimation
    0 references
    change point problem
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references