Asymptotically distribution free test for parameter change in a diffusion process model (Q1926009)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotically distribution free test for parameter change in a diffusion process model |
scientific article |
Statements
Asymptotically distribution free test for parameter change in a diffusion process model (English)
0 references
27 December 2012
0 references
consistent test
0 references
change point problem
0 references
martingales
0 references
0 references
0 references
0 references