Estimation for the change point of volatility in a stochastic differential equation (Q765890): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2794273478 / rank | |||
Normal rank | |||
Revision as of 23:01, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation for the change point of volatility in a stochastic differential equation |
scientific article |
Statements
Estimation for the change point of volatility in a stochastic differential equation (English)
0 references
22 March 2012
0 references
Itô processes
0 references
discrete time observations
0 references
change point estimation
0 references
volatility
0 references
