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

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Revision as of 10:35, 28 June 2024

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