\(Z\)-process method for change point problems with applications to discretely observed diffusion processes (Q2404623): Difference between revisions

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+Testing for parameter constancy in GARCH\((p,q)\) models
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+Q4494135
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+Estimation of an Ergodic Diffusion from Discrete Observations
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+The Cusum Test for Parameter Change in Time Series Models
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+Asymptotically distribution free test for parameter change in a diffusion process model
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+Asymptotic theory of semiparametric \(Z\)-estimators for stochastic processes with applications to ergodic diffusions and time series
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+Test for parameter change in discretely observed diffusion processes
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+On \(L^2\) space approach to change point problems
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+Asymptotic Statistics
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+Weak convergence and empirical processes. With applications to statistics
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