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

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Estimation for the change point of volatility in a stochastic differential equation
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    Estimation for the change point of volatility in a stochastic differential equation (English)
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    22 March 2012
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    Itô processes
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    discrete time observations
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    change point estimation
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    volatility
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