Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (Q1945501): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 16:58, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes |
scientific article |
Statements
Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (English)
0 references
8 April 2013
0 references
Brownian bridge
0 references
cusum test
0 references
test for parameter change
0 references
weak convergence
0 references
