Change point testing for the drift parameters of a periodic mean reversion process (Q2450915)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change point testing for the drift parameters of a periodic mean reversion process |
scientific article |
Statements
Change point testing for the drift parameters of a periodic mean reversion process (English)
0 references
23 May 2014
0 references
time-inhomogeneous diffusion process
0 references
change point
0 references
generalized likelihood ratio test
0 references
