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

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Latest revision as of 00:07, 6 July 2024

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Asymptotically distribution free test for parameter change in a diffusion process model
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    Asymptotically distribution free test for parameter change in a diffusion process model (English)
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    27 December 2012
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    consistent test
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    change point problem
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    martingales
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