Asymptotically distribution free test for parameter change in a diffusion process model (Q1926009): Difference between revisions

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+Testing for a change point in linear regression models
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+ON CHANGE POINT DETECTION AND ESTIMATION
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+Inference about the intersection in two-phase regression
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+Inference about the change-point in a sequence of random variables
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+Statistical inference for ergodic diffusion processes.
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+Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators
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+Testing for change points in time series models and limiting theorems for NED sequences
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+Goodness of fit test for ergodic diffusion processes
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+A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model
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+Asymptotic theory of semiparametric \(Z\)-estimators for stochastic processes with applications to ergodic diffusions and time series
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+A test for a change in a parameter occurring at an unknown point
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+Testing and estimating change-points in time series
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+Weak convergence and empirical processes. With applications to statistics
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+Donsker theorems for diffusions: necessary and sufficient conditions
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+Publication:1926009