Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators (Q2502150): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators |
scientific article |
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Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators (English)
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12 September 2006
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Test for parameter change
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CUSUM test
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one-step estimator
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diffusion process
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Weak convergence
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Brownian bridge
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