Strong approximations and sequential change-point analysis for diffusion processes (Q419152): Difference between revisions

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+F15
@@ Property / Mathematics Subject Classification ID: 60F15 / rank @@
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+J60
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+6036266
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@@ Property / zbMATH Keywords @@
+change-point analysis
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@@ Property / zbMATH Keywords @@
+strong approximation
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+diffusion process
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@@ Property / zbMATH Keywords @@
+sequential testing procedure
@@ Property / zbMATH Keywords: sequential testing procedure / rank @@
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+cumulative sum control chart (CUSUM
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+https://doi.org/10.1016/j.spl.2011.11.026
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+W2071943653
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+Strong approximation for RCA(1) time series with applications
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+Delay time in sequential detection of change
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+Strong approximations of semimartingales by processes with independent increments
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+Stochastic Calculus
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+Monitoring changes in linear models
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+On the detection of changes in autoregressive time series. I: Asymptotics.
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+Q3645225
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@@ Property / cites work @@
+Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators
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@@ Property / cites work @@
+Test for parameter change in discretely observed diffusion processes
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+Q5570526
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+Publication:419152