Test for parameter change in discretely observed diffusion processes (Q625303)
From MaRDI portal
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