\(Z\)-process method for change point problems with applications to discretely observed diffusion processes (Q2404623): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1007/s10260-016-0366-7 / rank
 
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Latest revision as of 10:45, 14 July 2024

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\(Z\)-process method for change point problems with applications to discretely observed diffusion processes
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    \(Z\)-process method for change point problems with applications to discretely observed diffusion processes (English)
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    19 September 2017
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    asymptotically distribution free test
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    consistent test
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    ergodic diffusion
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    volatility models
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    Fisher information matrix
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