Change point testing for the drift parameters of a periodic mean reversion process (Q2450915): Difference between revisions

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+W2072982253
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+.0610
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+Sequential change-point detection in continuous time when the post-change drift is unknown
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+Q5293978
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+Q4348180
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+Testing for a change in the parameter values and order of an autoregressive model
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+Drift estimation for a periodic mean reversion process
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+Q3721531
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+Estimating discontinuous periodic signals in a time inhomogeneous diffusion
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+The maximum likelihood method for testing changes in the parameters of normal observations
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+Almost sure invariance principles for partial sums of mixing B-valued 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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+Q4139359
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+Strong approximations and sequential change-point analysis for diffusion processes
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+Asymptotically distribution free test for parameter change in a diffusion process model
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+Sequential analysis. Tests and confidence intervals
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+Using the generalized likelihood ratio statistic for sequential detection of a change-point
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