Test for parameter change in discretely observed diffusion processes (Q625303): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s11203-008-9033-4 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2097861291 / rank | |||
Normal rank |
Revision as of 03:13, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Test for parameter change in discretely observed diffusion processes |
scientific article |
Statements
Test for parameter change in discretely observed diffusion processes (English)
0 references
15 February 2011
0 references
ergodic diffusion process
0 references
discretely observed process
0 references
cusum test
0 references
test for parameter change
0 references
weak convergence
0 references
Brownian bridge
0 references