\(Z\)-process method for change point problems with applications to discretely observed diffusion processes (Q2404623): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(Z\)-process method for change point problems with applications to discretely observed diffusion processes |
scientific article |
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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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