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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+A test for a change in a parameter occurring at an unknown point
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