Nonparametric estimation and testing time-homogeneity for processes with independent incre\-ments (Q927925)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation and testing time-homogeneity for processes with independent incre\-ments |
scientific article |
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Nonparametric estimation and testing time-homogeneity for processes with independent incre\-ments (English)
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10 June 2008
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empirical process
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process with independent increments
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Lévy process
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martingale
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nonparametric estimation
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change point problem
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