Test for parameter change in discretely observed diffusion processes (Q625303): Difference between revisions

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+https://doi.org/10.1007/s11203-008-9033-4
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+W2097861291
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+Q4348180
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+Estimation of the coefficients of a diffusion from discrete observations
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+On the estimation of the diffusion coefficient for multi-dimensional diffusion processes
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+Parameter Estimation for a Discretely Observed Integrated Diffusion Process
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+Q4865046
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+Approximate discrete-time schemes for statistics of diffusion processes
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+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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+Estimation of an Ergodic Diffusion from Discrete Observations
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+Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process
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+Estimating equations based on eigenfunctions for a discretely observed diffusion process
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+Statistical inference for ergodic diffusion processes.
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+The Cusum Test for Parameter Change in Time Series Models
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+Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators
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+Dependent central limit theorems and invariance principles
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+Q4947392
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+Estimation for diffusion processes from discrete observation
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