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Property / author: Xin Sheng Zhang / rank
 
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Latest revision as of 08:53, 6 July 2024

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Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes
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    Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (English)
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    8 April 2013
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    Brownian bridge
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    cusum test
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    test for parameter change
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    weak convergence
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