Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes

DOI10.1007/s11425-012-4511-yzbMath1261.62076OpenAlexW2244312311MaRDI QIDQ1945501

Shibin Zhang, Xin Sheng Zhang

Publication date: 8 April 2013

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-012-4511-y

zbMATH Keywords

weak convergenceBrownian bridgetest for parameter changecusum test

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02)

Related Items

A two-step test for the two-sample problem of processes of Ornstein-Uhlenbeck type

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