Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators (Q2502150): Difference between revisions

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+Weak convergence of the sequential empirical processes of residuals in ARMA models
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+Q4082864
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+Q4494545
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+Inference about the change-point from cumulative sum tests
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+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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+Q3774629
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+Statistical inference for ergodic diffusion processes.
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+Cusum Test for Parameter Change Based on the Maximum Likelihood Estimator
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+Test for parameter change in stochastic processes based on conditional least-squares estimator
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+The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
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+The Cusum Test for Parameter Change in Time Series Models
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+Q4940647
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+Testing for the Constancy of Parameters Over Time
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+A test for a change in a parameter occurring at an unknown point
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+Testing and estimating change-points in time series
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+Q4264747
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+Bounds for the Mixing Rate in the Theory of Stochastic Equations
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+On polynomial mixing bounds for stochastic differential equations
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+Q3677001
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