Estimation for the change point of volatility in a stochastic differential equation (Q765890): Difference between revisions
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Revision as of 20:22, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | 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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