Estimation for the change point of volatility in a stochastic differential equation (Q765890): Difference between revisions

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+.3108
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+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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+Nonparametric estimation of structural change points in volatility models for time series
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+A Theory of the Term Structure of Interest Rates
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+Least Squares Volatility Change Point Estimation for Partially Observed Diffusion Processes
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+Lois asymptotiques des tests et estimateurs de rupture dans un modèle statistique classique
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+On the estimation of the diffusion coefficient for multi-dimensional diffusion processes
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+Inference about the change-point from cumulative sum tests
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+Simulation and inference for stochastic differential equations. With R examples.
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+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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+On the Cusum test for parameter changes in garch(1,1) Models
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+The Cusum Test for Parameter Change in Time Series Models
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+Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators
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+Contiguity of Probability Measures
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+The Hájek-Rényi inequality for Banach space valued martingales and the \(p\) smoothness of Banach spaces
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+Test for parameter change in discretely observed diffusion processes
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+Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
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