Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations (Q2144201): Difference between revisions

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Latest revision as of 05:11, 29 July 2024

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Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations
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    Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations (English)
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    1 June 2022
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    adaptive test
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    Brownian bridge
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    cusum test
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    diffusion processes
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    discrete observations
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    test for parameter change
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